-3.3%
CMG vs QS
-75.4%
+72.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.3% |
| 7D | -3.8% | -5.0% | +1.1% | -3.4% |
| 30D | +12.9% | -18.3% | +31.2% | +14.8% |
| 3M | +18.8% | -26.0% | +44.8% | +21.2% |
| 6M | +4.1% | -24.0% | +28.1% | +5.1% |
| YTD | -2.4% | -50.3% | +47.9% | +2.2% |
| 1Y | -6.7% | -38.0% | +31.3% | -6.0% |
| 3Y | -7.1% | -24.6% | +17.5% | -16.1% |
| All | -3.3% | -75.4% | +72.1% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling