+131.3%
CME vs QS
-60.6%
+191.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.7% | -0.1% |
| 7D | +2.7% | -5.6% | +8.3% | +2.7% |
| 30D | +13.5% | -5.8% | +19.3% | +13.5% |
| 3M | +20.9% | -39.2% | +60.1% | +21.3% |
| 6M | +11.5% | -53.9% | +65.4% | +12.1% |
| YTD | +19.5% | -62.8% | +82.2% | +20.3% |
| 1Y | +17.2% | -73.5% | +90.7% | +18.5% |
| 3Y | +65.1% | -29.1% | +94.2% | +62.6% |
| 5Y | +73.1% | -90.0% | +163.1% | +73.3% |
| All | +131.3% | -60.6% | +191.9% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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