+78.1%
QQQM vs CLF
-42.8%
+121.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.7% |
| 7D | +3.6% | +10.4% | -6.8% | +1.9% |
| 30D | -6.7% | +0.6% | -7.3% | -7.2% |
| 3M | -7.0% | +4.1% | -11.1% | -8.4% |
| 6M | -4.6% | +15.1% | -19.7% | -8.4% |
| YTD | +11.1% | -4.7% | +15.8% | +8.6% |
| 1Y | +12.3% | +20.4% | -8.0% | +5.2% |
| 3Y | +83.6% | -23.4% | +107.0% | +75.0% |
| All | +78.1% | -42.8% | +121.0% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling