-7.1%
CMG vs QS
-36.7%
+29.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.5% |
| 3M | +15.8% | -27.0% | +42.8% | +16.7% |
| 6M | +6.9% | -24.6% | +31.5% | +6.5% |
| YTD | -2.2% | -49.3% | +47.2% | -1.1% |
| 1Y | -7.1% | -40.3% | +33.3% | -6.0% |
| All | -7.1% | -36.7% | +29.6% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling