+152.0%
QQQM vs CARR
+87.2%
+64.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.4% |
| 7D | -0.6% | -3.8% | +3.2% | +0.8% |
| 30D | -1.2% | -8.9% | +7.7% | +2.1% |
| 3M | -0.1% | -17.3% | +17.2% | +6.5% |
| 6M | +18.0% | -1.4% | +19.3% | +16.7% |
| YTD | +16.7% | +10.0% | +6.7% | +10.1% |
| 1Y | +23.0% | -6.4% | +29.4% | +23.3% |
| 3Y | +93.3% | +1.5% | +91.8% | +81.1% |
| 5Y | +96.3% | +9.3% | +87.0% | +63.8% |
| All | +152.0% | +87.2% | +64.8% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling