+149.8%
QQQM vs CTVA
+170.8%
-21.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -1.3% | -4.7% | +3.4% | -0.3% |
| 30D | -1.4% | +11.1% | -12.4% | -3.6% |
| 3M | +2.2% | +13.7% | -11.5% | -1.3% |
| 6M | +16.9% | +11.2% | +5.7% | +13.2% |
| YTD | +15.7% | +26.9% | -11.2% | +8.5% |
| 1Y | +22.7% | +18.8% | +3.9% | +16.5% |
| 3Y | +93.9% | +75.9% | +18.0% | +65.9% |
| 5Y | +94.6% | +105.2% | -10.7% | +62.6% |
| All | +149.8% | +170.8% | -21.0% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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