+152.5%
QQQM vs CG
+96.4%
+56.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.2% |
| 7D | +1.0% | -6.4% | +7.4% | +3.4% |
| 30D | -0.6% | -7.1% | +6.4% | +1.8% |
| 3M | +1.3% | -1.6% | +2.9% | +1.3% |
| 6M | +18.2% | -8.3% | +26.5% | +20.7% |
| YTD | +16.9% | -23.8% | +40.7% | +27.0% |
| 1Y | +24.0% | -28.7% | +52.8% | +37.4% |
| 3Y | +96.0% | +49.2% | +46.9% | +53.2% |
| 5Y | +95.2% | +5.5% | +89.7% | +69.1% |
| All | +152.5% | +96.4% | +56.1% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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