+131.6%
QQQM vs CL
+38.9%
+92.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.4% | +1.4% |
| 7D | -5.0% | +1.3% | -6.3% | -5.0% |
| 30D | -13.4% | +11.4% | -24.7% | -14.0% |
| 3M | -8.1% | +4.4% | -12.5% | -8.3% |
| 6M | -5.4% | +10.8% | -16.2% | -6.4% |
| YTD | +7.2% | +25.1% | -17.9% | +4.3% |
| 1Y | +7.8% | +28.0% | -20.1% | +4.4% |
| 3Y | +81.2% | +37.6% | +43.5% | +66.4% |
| 5Y | +70.2% | +39.7% | +30.5% | +54.7% |
| All | +131.6% | +38.9% | +92.7% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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