+23.0%
QQQM vs CLF
+6.0%
+17.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.7% |
| 7D | -0.6% | -3.5% | +3.0% | -0.2% |
| 30D | -1.2% | -1.6% | +0.3% | -1.1% |
| 3M | -0.1% | -12.0% | +11.9% | +1.4% |
| 6M | +18.0% | +30.0% | -12.0% | +14.1% |
| YTD | +16.7% | -9.2% | +25.9% | +15.6% |
| 1Y | +23.0% | +2.3% | +20.8% | +19.9% |
| All | +23.0% | +6.0% | +17.1% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling