+152.5%
QQQM vs CFG
+212.3%
-59.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | -0.6% | -4.5% | +3.9% | +0.5% |
| 3M | +1.3% | +6.3% | -5.0% | -0.4% |
| 6M | +18.2% | +20.6% | -2.4% | +12.4% |
| YTD | +16.9% | +21.2% | -4.3% | +10.8% |
| 1Y | +24.0% | +38.2% | -14.1% | +13.6% |
| 3Y | +96.0% | +185.9% | -89.9% | +49.2% |
| 5Y | +95.2% | +97.0% | -1.8% | +61.4% |
| All | +152.5% | +212.3% | -59.8% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling