+153.2%
QQQM vs CCEP
+221.7%
-68.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.3% |
| 7D | +1.5% | -1.0% | +2.5% | +1.7% |
| 30D | -0.7% | -1.6% | +1.0% | -0.3% |
| 3M | +0.4% | +11.9% | -11.4% | -2.9% |
| 6M | +20.1% | +7.5% | +12.6% | +17.1% |
| YTD | +17.2% | +18.7% | -1.5% | +10.9% |
| 1Y | +24.7% | +21.4% | +3.3% | +16.9% |
| 3Y | +96.6% | +89.1% | +7.4% | +57.2% |
| 5Y | +95.0% | +108.7% | -13.7% | +46.0% |
| All | +153.2% | +221.7% | -68.4% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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