+4.5%
QQQM vs CARR
-5.4%
+9.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.4% | -1.9% | -5.3% |
| 7D | -9.4% | -4.2% | -5.2% | -8.4% |
| 30D | -14.7% | -4.7% | -9.9% | -13.6% |
| 3M | -9.6% | -18.3% | +8.8% | -5.4% |
| 6M | -4.7% | -16.4% | +11.7% | -0.8% |
| YTD | +5.9% | +2.3% | +3.6% | +4.0% |
| 1Y | +4.5% | -4.9% | +9.4% | +4.3% |
| All | +4.5% | -5.4% | +9.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CARR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling