+152.5%
QQQM vs CF
+437.4%
-284.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.4% |
| 7D | +1.0% | -0.8% | +1.8% | +1.0% |
| 30D | -0.6% | +14.3% | -14.9% | -1.4% |
| 3M | +1.3% | +27.9% | -26.6% | -0.2% |
| 6M | +18.2% | +25.5% | -7.3% | +15.6% |
| YTD | +16.9% | +81.2% | -64.3% | +10.2% |
| 1Y | +24.0% | +66.5% | -42.5% | +17.8% |
| 3Y | +96.0% | +76.7% | +19.4% | +83.2% |
| 5Y | +95.2% | +237.8% | -142.6% | +77.1% |
| All | +152.5% | +437.4% | -284.9% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling