+140.0%
QQQM vs CMS
+31.8%
+108.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | +3.6% | +1.7% | +1.9% | +3.5% |
| 30D | -6.7% | +6.2% | -12.9% | -7.2% |
| 3M | -7.0% | +0.6% | -7.6% | -7.1% |
| 6M | -4.6% | -1.8% | -2.8% | -4.6% |
| YTD | +11.1% | +3.8% | +7.2% | +10.2% |
| 1Y | +12.3% | -1.8% | +14.1% | +12.2% |
| 3Y | +83.6% | +39.8% | +43.8% | +70.7% |
| 5Y | +78.1% | +37.1% | +41.0% | +68.1% |
| All | +140.0% | +31.8% | +108.2% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling