+153.5%
QQQM vs CF
+418.9%
-265.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.4% |
| 7D | +0.4% | +6.0% | -5.6% | 0.0% |
| 30D | +0.2% | +14.8% | -14.6% | -0.5% |
| 3M | -2.8% | +14.1% | -16.9% | -3.6% |
| 6M | +18.1% | +28.5% | -10.5% | +15.0% |
| YTD | +17.4% | +74.9% | -57.6% | +10.9% |
| 1Y | +25.7% | +61.7% | -36.0% | +19.5% |
| 3Y | +94.1% | +80.3% | +13.8% | +80.8% |
| 5Y | +94.9% | +226.0% | -131.1% | +77.1% |
| All | +153.5% | +418.9% | -265.4% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling