+152.0%
QQQM vs CMG
+41.2%
+110.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.6% | -2.1% | +1.5% | +0.1% |
| 30D | -1.2% | +10.9% | -12.1% | -4.7% |
| 3M | -0.1% | +15.8% | -15.9% | -6.5% |
| 6M | +18.0% | +6.9% | +11.0% | +13.0% |
| YTD | +16.7% | -2.2% | +18.9% | +15.0% |
| 1Y | +23.0% | -7.1% | +30.1% | +22.0% |
| 3Y | +93.3% | -7.1% | +100.5% | +79.4% |
| 5Y | +96.3% | -4.8% | +101.1% | +70.2% |
| All | +152.0% | +41.2% | +110.9% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling