+153.5%
QQQM vs CSGP
-65.1%
+218.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.8% |
| 7D | +0.4% | -4.1% | +4.4% | +1.5% |
| 30D | +0.2% | +2.3% | -2.1% | -0.8% |
| 3M | -2.8% | -8.2% | +5.4% | -1.5% |
| 6M | +18.1% | -35.1% | +53.1% | +32.7% |
| YTD | +17.4% | -54.0% | +71.4% | +46.3% |
| 1Y | +25.7% | -65.3% | +91.0% | +72.7% |
| 3Y | +94.1% | -62.6% | +156.7% | +151.4% |
| 5Y | +94.9% | -64.8% | +159.7% | +143.2% |
| All | +153.5% | -65.1% | +218.6% | +209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling