+153.2%
QQQM vs CP
+51.2%
+102.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.5% | +2.4% | -0.9% | +0.6% |
| 30D | -0.7% | -0.5% | -0.1% | -0.5% |
| 3M | +0.4% | +1.4% | -1.0% | -0.4% |
| 6M | +20.1% | +10.3% | +9.7% | +14.8% |
| YTD | +17.2% | +24.3% | -7.1% | +6.5% |
| 1Y | +24.7% | +20.4% | +4.3% | +14.6% |
| 3Y | +96.6% | +21.8% | +74.8% | +76.4% |
| 5Y | +95.0% | +31.5% | +63.5% | +68.8% |
| All | +153.2% | +51.2% | +102.0% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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