+153.2%
QQQM vs CPB
-44.9%
+198.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.1% |
| 7D | +1.5% | -8.2% | +9.7% | +1.3% |
| 30D | -0.7% | -5.6% | +4.9% | -0.8% |
| 3M | +0.4% | +3.0% | -2.5% | +0.5% |
| 6M | +20.1% | -12.7% | +32.8% | +20.0% |
| YTD | +17.2% | -18.0% | +35.2% | +17.2% |
| 1Y | +24.7% | -31.7% | +56.5% | +24.9% |
| 3Y | +96.6% | -41.0% | +137.5% | +95.8% |
| 5Y | +95.0% | -38.4% | +133.4% | +95.3% |
| All | +153.2% | -44.9% | +198.1% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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