+152.0%
QQQM vs CRL
+14.9%
+137.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.4% |
| 7D | -0.6% | -3.5% | +3.0% | +0.3% |
| 30D | -1.2% | -2.1% | +0.9% | -0.8% |
| 3M | -0.1% | +48.0% | -48.1% | -9.8% |
| 6M | +18.0% | +64.7% | -46.8% | +2.7% |
| YTD | +16.7% | +39.5% | -22.8% | +5.6% |
| 1Y | +23.0% | +74.2% | -51.2% | +4.3% |
| 3Y | +93.3% | +39.4% | +54.0% | +65.0% |
| 5Y | +96.3% | -36.9% | +133.2% | +112.4% |
| All | +152.0% | +14.9% | +137.2% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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