+133.1%
CME vs QS
-62.6%
+195.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +5.9% | +0.8% |
| 7D | +3.9% | -14.0% | +18.0% | +4.0% |
| 30D | +11.3% | -6.4% | +17.7% | +11.4% |
| 3M | +19.6% | -40.3% | +59.8% | +20.0% |
| 6M | +8.1% | -57.5% | +65.6% | +8.7% |
| YTD | +20.4% | -64.7% | +85.1% | +21.3% |
| 1Y | +16.5% | -72.9% | +89.4% | +17.7% |
| 3Y | +66.4% | -33.5% | +99.9% | +64.0% |
| 5Y | +74.5% | -90.5% | +165.0% | +74.7% |
| All | +133.1% | -62.6% | +195.7% | +127.4% |
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