+152.5%
QQQM vs CBRE
+180.0%
-27.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | +1.0% | -1.7% | +2.7% | +1.5% |
| 30D | -0.6% | -3.0% | +2.3% | +0.1% |
| 3M | +1.3% | +2.6% | -1.3% | -0.3% |
| 6M | +18.2% | +2.0% | +16.2% | +16.1% |
| YTD | +16.9% | -13.1% | +30.0% | +20.6% |
| 1Y | +24.0% | -13.8% | +37.9% | +28.0% |
| 3Y | +96.0% | +63.9% | +32.2% | +55.1% |
| 5Y | +95.2% | +42.3% | +52.9% | +56.3% |
| All | +152.5% | +180.0% | -27.5% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling