+153.2%
QQQM vs CDW
+19.7%
+133.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +1.7% |
| 7D | +1.5% | -3.9% | +5.4% | +2.8% |
| 30D | -0.7% | +6.9% | -7.5% | -3.3% |
| 3M | +0.4% | +7.7% | -7.2% | -3.4% |
| 6M | +20.1% | +18.3% | +1.7% | +8.2% |
| YTD | +17.2% | +7.8% | +9.5% | +9.4% |
| 1Y | +24.7% | -12.2% | +36.9% | +27.7% |
| 3Y | +96.6% | -28.9% | +125.5% | +114.6% |
| 5Y | +95.0% | -22.8% | +117.8% | +94.4% |
| All | +153.2% | +19.7% | +133.5% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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