+152.5%
QQQM vs COP
+376.0%
-223.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -0.6% | +11.7% | -12.3% | -1.8% |
| 3M | +1.3% | +17.7% | -16.4% | -0.6% |
| 6M | +18.2% | +18.3% | -0.1% | +15.4% |
| YTD | +16.9% | +49.1% | -32.1% | +10.4% |
| 1Y | +24.0% | +53.3% | -29.3% | +16.5% |
| 3Y | +96.0% | +22.2% | +73.9% | +87.2% |
| 5Y | +95.2% | +193.3% | -98.1% | +76.1% |
| All | +152.5% | +376.0% | -223.5% | +125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling