+143.6%
QQQM vs CSGP
-65.8%
+209.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | -0.2% | -7.1% | +6.8% | +1.5% |
| 30D | -7.5% | +3.6% | -11.1% | -9.3% |
| 3M | -3.8% | -2.7% | -1.1% | -4.6% |
| 6M | -3.0% | -8.0% | +5.0% | -3.3% |
| YTD | +12.8% | -55.0% | +67.8% | +39.6% |
| 1Y | +11.6% | -55.8% | +67.4% | +38.8% |
| 3Y | +85.9% | -62.0% | +147.9% | +136.0% |
| 5Y | +82.7% | -62.9% | +145.6% | +123.4% |
| All | +143.6% | -65.8% | +209.4% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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