+153.5%
QQQM vs CASY
+322.9%
-169.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +0.2% | -11.3% | +11.6% | +2.5% |
| 3M | -2.8% | -0.6% | -2.2% | -3.8% |
| 6M | +18.1% | +10.7% | +7.4% | +13.4% |
| YTD | +17.4% | +37.1% | -19.8% | +6.6% |
| 1Y | +25.7% | +52.3% | -26.6% | +10.6% |
| 3Y | +94.1% | +215.2% | -121.1% | +37.3% |
| 5Y | +94.9% | +276.5% | -181.6% | +27.4% |
| All | +153.5% | +322.9% | -169.4% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling