-4.6%
QQQM vs CMS
-1.8%
-2.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -0.4% |
| 7D | +3.6% | +1.7% | +1.9% | +4.5% |
| 30D | -6.7% | +6.2% | -12.9% | -3.9% |
| 3M | -7.0% | +0.6% | -7.6% | -6.8% |
| 6M | -4.6% | -1.8% | -2.8% | -5.9% |
| All | -4.6% | -1.8% | -2.8% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling