+131.5%
CME vs QS
-57.3%
+188.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.4% | +7.6% | +2.2% |
| 7D | +2.5% | -5.0% | +7.4% | +2.5% |
| 30D | +13.9% | -1.4% | +15.3% | +13.9% |
| 3M | +22.4% | -33.6% | +56.0% | +22.7% |
| 6M | +12.9% | -47.6% | +60.5% | +13.4% |
| YTD | +19.6% | -59.6% | +79.2% | +20.4% |
| 1Y | +17.7% | -73.5% | +91.2% | +19.0% |
| 3Y | +65.3% | -23.0% | +88.4% | +62.7% |
| 5Y | +75.1% | -89.4% | +164.5% | +75.2% |
| All | +131.5% | -57.3% | +188.8% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling