+152.0%
QQQM vs CGNX
-2.1%
+154.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.3% |
| 7D | -0.6% | +3.2% | -3.7% | -1.5% |
| 30D | -1.2% | +6.0% | -7.2% | -3.0% |
| 3M | -0.1% | +3.5% | -3.6% | -1.7% |
| 6M | +18.0% | +26.3% | -8.3% | +9.3% |
| YTD | +16.7% | +79.2% | -62.6% | -5.4% |
| 1Y | +23.0% | +43.8% | -20.8% | +6.3% |
| 3Y | +93.3% | +52.0% | +41.4% | +54.1% |
| 5Y | +96.3% | -24.0% | +120.3% | +96.0% |
| All | +152.0% | -2.1% | +154.1% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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