+152.0%
QQQM vs CFG
+217.3%
-65.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.6% |
| 7D | -0.6% | -0.4% | -0.1% | -0.5% |
| 30D | -1.2% | -4.6% | +3.4% | -0.1% |
| 3M | -0.1% | +6.7% | -6.8% | -1.9% |
| 6M | +18.0% | +22.1% | -4.2% | +11.9% |
| YTD | +16.7% | +23.2% | -6.5% | +10.2% |
| 1Y | +23.0% | +40.3% | -17.2% | +12.2% |
| 3Y | +93.3% | +187.9% | -94.5% | +46.8% |
| 5Y | +96.3% | +102.0% | -5.7% | +61.6% |
| All | +152.0% | +217.3% | -65.3% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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