+48.8%
CMG vs QS
-46.4%
+95.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -2.1% | -3.6% | +1.6% | -1.9% |
| 30D | +10.9% | -17.2% | +28.1% | +11.9% |
| 3M | +15.8% | -27.0% | +42.8% | +17.3% |
| 6M | +6.9% | -24.6% | +31.5% | +7.7% |
| YTD | -2.2% | -49.3% | +47.2% | +0.4% |
| 1Y | -7.1% | -40.3% | +33.3% | -6.3% |
| 3Y | -7.1% | -23.8% | +16.7% | -11.2% |
| 5Y | -4.8% | -75.0% | +70.2% | -7.3% |
| All | +48.8% | -46.4% | +95.2% | +57.5% |
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