+152.0%
QQQM vs COF
+190.8%
-38.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.6% | -5.1% | +4.6% | +1.1% |
| 30D | -1.2% | -6.0% | +4.8% | +0.7% |
| 3M | -0.1% | +14.8% | -14.9% | -4.6% |
| 6M | +18.0% | +15.3% | +2.6% | +12.2% |
| YTD | +16.7% | -13.0% | +29.7% | +20.6% |
| 1Y | +23.0% | -5.7% | +28.8% | +23.5% |
| 3Y | +93.3% | +118.1% | -24.8% | +46.1% |
| 5Y | +96.3% | +46.2% | +50.1% | +56.7% |
| All | +152.0% | +190.8% | -38.7% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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