+153.2%
QQQM vs COR
+281.1%
-127.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +1.5% | -1.9% | +3.4% | +1.6% |
| 30D | -0.7% | +1.5% | -2.2% | -0.8% |
| 3M | +0.4% | +18.7% | -18.3% | -1.1% |
| 6M | +20.1% | -9.0% | +29.1% | +21.5% |
| YTD | +17.2% | -3.3% | +20.5% | +17.7% |
| 1Y | +24.7% | +9.8% | +14.9% | +23.0% |
| 3Y | +96.6% | +87.4% | +9.2% | +72.4% |
| 5Y | +95.0% | +180.5% | -85.5% | +58.7% |
| All | +153.2% | +281.1% | -127.9% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling