+12.3%
QQQM vs CEG
-33.0%
+45.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.7% | +7.7% | +2.0% |
| 7D | -4.6% | -4.8% | +0.2% | -4.0% |
| 30D | -8.5% | -8.2% | -0.3% | -7.5% |
| 3M | -4.3% | -7.9% | +3.6% | -3.4% |
| 6M | +3.1% | -23.2% | +26.3% | +6.2% |
| YTD | +13.1% | -30.1% | +43.2% | +17.3% |
| 1Y | +12.3% | -31.9% | +44.2% | +16.9% |
| All | +12.3% | -33.0% | +45.3% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling