+93.3%
QQQM vs CMG
-7.3%
+100.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.6% | -2.1% | +1.5% | -0.2% |
| 30D | -1.2% | +10.9% | -12.1% | -3.2% |
| 3M | -0.1% | +15.8% | -15.9% | -3.9% |
| 6M | +18.0% | +6.9% | +11.0% | +15.2% |
| YTD | +16.7% | -2.2% | +18.9% | +16.1% |
| 1Y | +23.0% | -7.1% | +30.1% | +23.1% |
| 3Y | +93.3% | -7.1% | +100.5% | +76.9% |
| All | +93.3% | -7.3% | +100.7% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 3y: compounded portfolio wealth divided by compounded CMG 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…
3y analysis · Full analysis span regression · 6 months rolling