+95.0%
QQQM vs CSGP
-65.4%
+160.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | +1.5% | -5.1% | +6.6% | +2.9% |
| 30D | -0.7% | +0.3% | -1.0% | -1.1% |
| 3M | +0.4% | -9.1% | +9.6% | +2.0% |
| 6M | +20.1% | -37.3% | +57.3% | +36.3% |
| YTD | +17.2% | -54.9% | +72.1% | +46.9% |
| 1Y | +24.7% | -65.5% | +90.3% | +71.8% |
| 3Y | +96.6% | -63.3% | +159.8% | +155.6% |
| 5Y | +95.0% | -65.8% | +160.8% | +127.5% |
| All | +95.0% | -65.4% | +160.4% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling