+73.1%
CME vs QSR
+53.9%
+19.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +3.9% | -2.9% | +6.9% | +4.6% |
| 30D | +11.3% | +4.1% | +7.2% | +10.4% |
| 3M | +19.6% | -0.7% | +20.2% | +19.6% |
| 6M | +8.1% | +0.4% | +7.6% | +7.8% |
| YTD | +20.4% | +13.5% | +6.9% | +16.9% |
| 1Y | +16.5% | +11.0% | +5.5% | +13.5% |
| 3Y | +66.4% | +22.0% | +44.5% | +56.5% |
| All | +73.1% | +53.9% | +19.2% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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