+152.5%
QQQM vs CRL
+14.9%
+137.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +1.0% | -4.6% | +5.6% | +2.1% |
| 30D | -0.6% | +0.5% | -1.1% | -0.8% |
| 3M | +1.3% | +46.6% | -45.3% | -8.3% |
| 6M | +18.2% | +57.3% | -39.1% | +4.1% |
| YTD | +16.9% | +39.5% | -22.6% | +5.8% |
| 1Y | +24.0% | +76.9% | -52.8% | +4.7% |
| 3Y | +96.0% | +39.4% | +56.7% | +67.3% |
| 5Y | +95.2% | -37.2% | +132.4% | +111.7% |
| All | +152.5% | +14.9% | +137.6% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling