+153.2%
QQQM vs CASY
+310.3%
-157.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.5% |
| 7D | +1.5% | -4.4% | +5.9% | +2.4% |
| 30D | -0.7% | -12.0% | +11.4% | +1.7% |
| 3M | +0.4% | -2.3% | +2.8% | -0.4% |
| 6M | +20.1% | +10.5% | +9.5% | +15.2% |
| YTD | +17.2% | +33.0% | -15.8% | +7.1% |
| 1Y | +24.7% | +41.1% | -16.4% | +11.8% |
| 3Y | +96.6% | +207.5% | -110.9% | +39.6% |
| 5Y | +95.0% | +290.7% | -195.7% | +27.1% |
| All | +153.2% | +310.3% | -157.1% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CASY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling