+404.2%
CME vs QSR
+211.0%
+193.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | -2.9% | +0.1% | -2.9% | -2.9% |
| 30D | +5.5% | +5.9% | -0.4% | +3.7% |
| 3M | +11.0% | +10.5% | +0.5% | +7.6% |
| 6M | -9.7% | +7.7% | -17.4% | -12.0% |
| YTD | +4.9% | +16.8% | -11.9% | -0.4% |
| 1Y | +10.1% | +30.9% | -20.8% | +0.9% |
| 3Y | +53.5% | +28.2% | +25.3% | +39.0% |
| 5Y | +77.2% | +45.0% | +32.2% | +52.2% |
| 10Y | +282.1% | +127.3% | +154.8% | +177.1% |
| All | +404.2% | +211.0% | +193.3% | +246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling