+23.0%
QQQM vs CLS
+37.8%
-14.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.6% | -5.7% | -0.1% |
| 7D | -0.6% | +10.9% | -11.5% | -2.2% |
| 30D | -1.2% | +2.1% | -3.3% | -1.8% |
| 3M | -0.1% | -10.2% | +10.1% | +0.6% |
| 6M | +18.0% | +30.4% | -12.4% | +11.4% |
| YTD | +16.7% | +17.2% | -0.5% | +10.9% |
| 1Y | +23.0% | +41.0% | -18.0% | +13.2% |
| All | +23.0% | +37.8% | -14.8% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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