+140.0%
QQQM vs CLF
+71.9%
+68.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.8% |
| 7D | +3.6% | +10.4% | -6.8% | +2.2% |
| 30D | -6.7% | +0.6% | -7.3% | -7.1% |
| 3M | -7.0% | +4.1% | -11.1% | -8.2% |
| 6M | -4.6% | +15.1% | -19.7% | -7.8% |
| YTD | +11.1% | -4.7% | +15.8% | +9.0% |
| 1Y | +12.3% | +20.4% | -8.0% | +6.5% |
| 3Y | +83.6% | -23.4% | +107.0% | +75.8% |
| 5Y | +78.1% | -43.3% | +121.4% | +72.7% |
| All | +140.0% | +71.9% | +68.1% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling