+149.8%
QQQM vs CRS
+2,518.0%
-2,368.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.7% |
| 7D | -1.3% | -4.1% | +2.9% | -0.5% |
| 30D | -1.4% | -16.6% | +15.2% | +1.9% |
| 3M | +2.2% | -14.3% | +16.4% | +4.9% |
| 6M | +16.9% | +11.6% | +5.3% | +13.9% |
| YTD | +15.7% | +42.6% | -26.9% | +7.4% |
| 1Y | +22.7% | +81.8% | -59.1% | +8.2% |
| 3Y | +93.9% | +632.1% | -538.1% | +31.9% |
| 5Y | +94.6% | +1,401.6% | -1,307.1% | +17.8% |
| All | +149.8% | +2,518.0% | -2,368.2% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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