+152.5%
QQQM vs CIEN
+692.5%
-540.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +1.0% | -4.6% | +5.6% | +1.9% |
| 30D | -0.6% | -12.8% | +12.2% | +1.9% |
| 3M | +1.3% | -23.1% | +24.4% | +6.2% |
| 6M | +18.2% | +6.1% | +12.1% | +11.3% |
| YTD | +16.9% | +44.5% | -27.6% | -0.4% |
| 1Y | +24.0% | +176.6% | -152.6% | -13.5% |
| 3Y | +96.0% | +601.0% | -504.9% | -4.3% |
| 5Y | +95.2% | +509.1% | -413.9% | -1.9% |
| All | +152.5% | +692.5% | -540.0% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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