+152.0%
QQQM vs CB
+201.4%
-49.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.6% | -0.7% | +0.1% | -0.5% |
| 30D | -1.2% | -1.2% | 0.0% | -1.1% |
| 3M | -0.1% | +3.8% | -3.9% | -1.0% |
| 6M | +18.0% | +5.8% | +12.2% | +16.2% |
| YTD | +16.7% | +9.4% | +7.3% | +14.0% |
| 1Y | +23.0% | +20.7% | +2.4% | +17.5% |
| 3Y | +93.3% | +70.1% | +23.3% | +67.4% |
| 5Y | +96.3% | +101.4% | -5.1% | +65.0% |
| All | +152.0% | +201.4% | -49.3% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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