+96.4%
QQQM vs CLS
+3,833.6%
-3,737.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.6% | -5.7% | -0.5% |
| 7D | -0.6% | +10.9% | -11.5% | -2.8% |
| 30D | -1.2% | +2.1% | -3.3% | -2.0% |
| 3M | -0.1% | -10.2% | +10.1% | +0.7% |
| 6M | +18.0% | +30.4% | -12.4% | +7.5% |
| YTD | +16.7% | +17.2% | -0.5% | +7.7% |
| 1Y | +23.0% | +41.0% | -18.0% | +6.5% |
| 3Y | +93.3% | +1,338.0% | -1,244.6% | -22.2% |
| All | +96.4% | +3,833.6% | -3,737.2% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling