+143.6%
QQQM vs CL
+41.0%
+102.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -0.2% | -0.8% | +0.5% | -0.2% |
| 30D | -7.5% | +9.5% | -17.0% | -8.0% |
| 3M | -3.8% | +6.8% | -10.6% | -4.2% |
| 6M | -3.0% | +14.3% | -17.3% | -4.2% |
| YTD | +12.8% | +27.0% | -14.2% | +9.6% |
| 1Y | +11.6% | +26.3% | -14.7% | +8.5% |
| 3Y | +85.9% | +39.3% | +46.7% | +70.8% |
| 5Y | +82.7% | +41.5% | +41.2% | +66.0% |
| All | +143.6% | +41.0% | +102.6% | +121.7% |
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