+152.5%
QQQM vs CSGP
-66.6%
+219.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.4% |
| 7D | +1.0% | -5.4% | +6.4% | +2.5% |
| 30D | -0.6% | -6.0% | +5.4% | +0.7% |
| 3M | +1.3% | -12.8% | +14.1% | +4.1% |
| 6M | +18.2% | -38.9% | +57.1% | +35.1% |
| YTD | +16.9% | -56.0% | +72.9% | +47.5% |
| 1Y | +24.0% | -66.4% | +90.5% | +71.7% |
| 3Y | +96.0% | -64.2% | +160.2% | +156.8% |
| 5Y | +95.2% | -67.0% | +162.2% | +148.2% |
| All | +152.5% | -66.6% | +219.1% | +212.1% |
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