+76.1%
CME vs QS
-74.8%
+150.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.6% | +5.8% | -0.8% |
| 7D | -0.6% | -4.2% | +3.6% | -0.6% |
| 30D | +4.7% | -15.7% | +20.4% | +4.8% |
| 3M | +7.8% | -28.7% | +36.5% | +8.1% |
| 6M | -11.0% | -23.2% | +12.3% | -11.0% |
| YTD | +4.0% | -49.9% | +53.9% | +4.6% |
| 1Y | +9.1% | -38.8% | +47.9% | +9.2% |
| 3Y | +52.3% | -24.0% | +76.3% | +49.3% |
| 5Y | +76.1% | -75.6% | +151.7% | +75.6% |
| All | +76.1% | -74.8% | +150.9% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling