+91.6%
QQQM vs CRL
+36.0%
+55.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | -1.3% | -6.9% | +5.7% | -0.1% |
| 30D | -1.4% | -3.2% | +1.8% | -0.9% |
| 3M | +2.2% | +46.5% | -44.4% | -4.6% |
| 6M | +16.9% | +63.1% | -46.2% | +6.4% |
| YTD | +15.7% | +36.9% | -21.2% | +8.4% |
| 1Y | +22.7% | +78.1% | -55.4% | +9.0% |
| All | +91.6% | +36.0% | +55.6% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling