+152.0%
QQQM vs CBRE
+181.7%
-29.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.3% |
| 7D | -0.6% | -5.0% | +4.4% | +1.1% |
| 30D | -1.2% | -4.7% | +3.5% | +0.1% |
| 3M | -0.1% | +6.5% | -6.6% | -2.9% |
| 6M | +18.0% | +6.1% | +11.9% | +14.4% |
| YTD | +16.7% | -12.6% | +29.3% | +20.1% |
| 1Y | +23.0% | -15.3% | +38.3% | +27.8% |
| 3Y | +93.3% | +64.6% | +28.7% | +52.8% |
| 5Y | +96.3% | +45.0% | +51.3% | +56.6% |
| All | +152.0% | +181.7% | -29.7% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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