+153.5%
QQQM vs CL
+27.0%
+126.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +0.4% | -2.2% | +2.5% | +0.5% |
| 30D | +0.2% | -4.8% | +5.1% | +0.6% |
| 3M | -2.8% | +4.9% | -7.7% | -3.5% |
| 6M | +18.1% | -5.7% | +23.8% | +18.5% |
| YTD | +17.4% | +14.4% | +3.0% | +14.9% |
| 1Y | +25.7% | +8.7% | +16.9% | +23.9% |
| 3Y | +94.1% | +30.0% | +64.1% | +77.6% |
| 5Y | +94.9% | +28.4% | +66.5% | +78.0% |
| All | +153.5% | +27.0% | +126.5% | +132.4% |
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