+101.1%
QQQM vs CEG
+678.4%
-577.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.6% | -4.8% | +4.2% | +0.4% |
| 30D | -1.2% | +2.3% | -3.5% | -1.7% |
| 3M | -0.1% | +15.6% | -15.7% | -3.2% |
| 6M | +18.0% | -5.0% | +23.0% | +18.0% |
| YTD | +16.7% | -19.0% | +35.7% | +20.0% |
| 1Y | +23.0% | -10.0% | +33.0% | +23.1% |
| 3Y | +93.3% | +163.9% | -70.6% | +41.8% |
| All | +101.1% | +678.4% | -577.3% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling