+93.3%
QQQM vs COR
+84.9%
+8.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.6% | -2.8% | +2.3% | -0.8% |
| 30D | -1.2% | +2.6% | -3.8% | -1.0% |
| 3M | -0.1% | +14.5% | -14.6% | +1.1% |
| 6M | +18.0% | -7.8% | +25.8% | +18.5% |
| YTD | +16.7% | -4.2% | +20.9% | +17.8% |
| 1Y | +23.0% | +7.0% | +16.0% | +25.4% |
| 3Y | +93.3% | +85.5% | +7.8% | +111.9% |
| All | +93.3% | +84.9% | +8.4% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling