+153.2%
QQQM vs CHRW
+63.7%
+89.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | +1.5% | +1.9% | -0.4% | +1.1% |
| 30D | -0.7% | +0.9% | -1.6% | -0.9% |
| 3M | +0.4% | -19.9% | +20.3% | +4.2% |
| 6M | +20.1% | -15.8% | +35.9% | +22.8% |
| YTD | +17.2% | -5.6% | +22.8% | +16.3% |
| 1Y | +24.7% | +21.0% | +3.7% | +16.2% |
| 3Y | +96.6% | +86.0% | +10.5% | +60.7% |
| 5Y | +95.0% | +88.6% | +6.4% | +59.4% |
| All | +153.2% | +63.7% | +89.5% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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