+138.2%
QQQM vs CSGP
-65.7%
+203.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.1% |
| 7D | -1.5% | -3.2% | +1.6% | -0.8% |
| 30D | -10.2% | +2.2% | -12.4% | -11.6% |
| 3M | -6.3% | -3.7% | -2.6% | -6.8% |
| 6M | -4.9% | -7.4% | +2.6% | -5.3% |
| YTD | +10.3% | -54.9% | +65.2% | +36.5% |
| 1Y | +8.8% | -54.9% | +63.7% | +34.4% |
| 3Y | +81.8% | -61.9% | +143.7% | +130.6% |
| 5Y | +79.1% | -63.1% | +142.2% | +119.4% |
| All | +138.2% | -65.7% | +203.9% | +188.8% |
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