+79.1%
QQQM vs CF
+116.3%
-37.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.7% |
| 7D | -1.5% | +4.8% | -6.3% | -1.8% |
| 30D | -10.2% | +9.7% | -19.9% | -10.6% |
| 3M | -6.3% | +1.2% | -7.5% | -6.4% |
| 6M | -4.9% | +7.4% | -12.3% | -5.6% |
| YTD | +10.3% | +60.5% | -50.3% | +3.6% |
| 1Y | +8.8% | +50.7% | -41.9% | +2.9% |
| 3Y | +81.8% | +64.8% | +17.0% | +67.9% |
| 5Y | +79.1% | +115.8% | -36.7% | +54.2% |
| All | +79.1% | +116.3% | -37.2% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling