+96.4%
QQQM vs CLX
-38.5%
+135.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -0.6% | -5.7% | +5.1% | 0.0% |
| 30D | -1.2% | -17.0% | +15.8% | +0.5% |
| 3M | -0.1% | -9.7% | +9.6% | +0.7% |
| 6M | +18.0% | -19.8% | +37.8% | +20.4% |
| YTD | +16.7% | -9.8% | +26.5% | +17.3% |
| 1Y | +23.0% | -26.2% | +49.2% | +26.7% |
| 3Y | +93.3% | -36.2% | +129.5% | +101.5% |
| All | +96.4% | -38.5% | +135.0% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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