+153.2%
QQQM vs CLS
+4,445.0%
-4,291.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.7% | -1.3% |
| 7D | +1.5% | +12.8% | -11.3% | -1.2% |
| 30D | -0.7% | +3.8% | -4.5% | -1.9% |
| 3M | +0.4% | -14.6% | +15.1% | +2.4% |
| 6M | +20.1% | +32.2% | -12.2% | +9.3% |
| YTD | +17.2% | +11.6% | +5.6% | +9.6% |
| 1Y | +24.7% | +35.1% | -10.3% | +9.4% |
| 3Y | +96.6% | +1,312.5% | -1,216.0% | -15.1% |
| 5Y | +95.0% | +3,542.1% | -3,447.0% | -36.1% |
| All | +153.2% | +4,445.0% | -4,291.8% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling