+101.5%
QQQM vs CEG
+703.5%
-602.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.1% |
| 7D | +1.0% | +1.3% | -0.3% | +0.7% |
| 30D | -0.6% | +8.8% | -9.5% | -2.4% |
| 3M | +1.3% | +17.0% | -15.7% | -2.0% |
| 6M | +18.2% | -8.7% | +26.9% | +19.2% |
| YTD | +16.9% | -16.4% | +33.4% | +19.5% |
| 1Y | +24.0% | -1.8% | +25.8% | +21.9% |
| 3Y | +96.0% | +175.8% | -79.8% | +42.4% |
| All | +101.5% | +703.5% | -602.0% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling