+94.6%
QQQM vs COP
+189.0%
-94.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.1% |
| 7D | -1.3% | +1.0% | -2.2% | -1.4% |
| 30D | -1.4% | +9.6% | -10.9% | -2.6% |
| 3M | +2.2% | +15.0% | -12.9% | +0.1% |
| 6M | +16.9% | +21.8% | -4.9% | +12.9% |
| YTD | +15.7% | +49.6% | -34.0% | +7.5% |
| 1Y | +22.7% | +49.9% | -27.2% | +13.7% |
| 3Y | +93.9% | +22.6% | +71.3% | +82.8% |
| 5Y | +94.6% | +193.6% | -99.1% | +59.5% |
| All | +94.6% | +189.0% | -94.5% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 5y: compounded portfolio wealth divided by compounded COP 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…
5y analysis · Full analysis span regression · 6 months rolling