+152.0%
QQQM vs CASY
+244.3%
-92.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.2% |
| 7D | -0.6% | -18.6% | +18.0% | +3.1% |
| 30D | -1.2% | -26.6% | +25.4% | +4.4% |
| 3M | -0.1% | -32.8% | +32.7% | +7.3% |
| 6M | +18.0% | -10.0% | +28.0% | +17.5% |
| YTD | +16.7% | +11.6% | +5.1% | +9.9% |
| 1Y | +23.0% | +11.5% | +11.6% | +15.6% |
| 3Y | +93.3% | +160.7% | -67.3% | +41.1% |
| 5Y | +96.3% | +232.4% | -136.1% | +31.6% |
| All | +152.0% | +244.3% | -92.2% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling