+142.9%
QQQM vs CF
+386.1%
-243.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | +6.2% | +5.4% | +0.8% | +6.0% |
| 30D | -7.4% | +6.5% | -14.0% | -7.7% |
| 3M | -4.8% | +4.6% | -9.4% | -5.1% |
| 6M | -2.4% | -3.3% | +0.9% | -2.4% |
| YTD | +12.4% | +63.9% | -51.4% | +6.6% |
| 1Y | +11.4% | +50.4% | -39.1% | +6.4% |
| 3Y | +85.4% | +68.2% | +17.1% | +73.4% |
| 5Y | +80.3% | +113.8% | -33.5% | +66.1% |
| All | +142.9% | +386.1% | -243.2% | +124.9% |
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