+152.0%
QQQM vs COR
+277.4%
-125.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.6% | -2.8% | +2.3% | -0.4% |
| 30D | -1.2% | +2.6% | -3.8% | -1.4% |
| 3M | -0.1% | +14.5% | -14.6% | -1.3% |
| 6M | +18.0% | -7.8% | +25.8% | +19.1% |
| YTD | +16.7% | -4.2% | +20.9% | +17.2% |
| 1Y | +23.0% | +7.0% | +16.0% | +21.6% |
| 3Y | +93.3% | +85.5% | +7.8% | +69.7% |
| 5Y | +96.3% | +181.2% | -84.9% | +59.7% |
| All | +152.0% | +277.4% | -125.4% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling