+152.0%
QQQM vs CNI
+24.8%
+127.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | -1.2% | -2.7% | +1.5% | -0.1% |
| 3M | -0.1% | +3.9% | -4.0% | -2.1% |
| 6M | +18.0% | +16.4% | +1.6% | +9.7% |
| YTD | +16.7% | +25.8% | -9.1% | +4.3% |
| 1Y | +23.0% | +32.4% | -9.3% | +7.2% |
| 3Y | +93.3% | +19.1% | +74.3% | +73.8% |
| 5Y | +96.3% | +13.6% | +82.7% | +81.4% |
| All | +152.0% | +24.8% | +127.3% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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