+153.5%
QQQM vs CB
+203.4%
-49.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | +0.2% | -3.1% | +3.3% | +0.7% |
| 3M | -2.8% | +9.0% | -11.7% | -4.6% |
| 6M | +18.1% | +2.9% | +15.2% | +17.1% |
| YTD | +17.4% | +10.1% | +7.2% | +14.6% |
| 1Y | +25.7% | +22.8% | +2.9% | +19.6% |
| 3Y | +94.1% | +73.8% | +20.3% | +67.2% |
| 5Y | +94.9% | +99.2% | -4.3% | +63.8% |
| All | +153.5% | +203.4% | -49.9% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling