+48.1%
CMG vs QS
-47.0%
+95.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.6% | +4.1% | -2.2% |
| 7D | -6.5% | -4.2% | -2.2% | -6.3% |
| 30D | +12.1% | -15.7% | +27.8% | +13.0% |
| 3M | +20.6% | -28.7% | +49.3% | +22.3% |
| 6M | +2.1% | -23.2% | +25.3% | +2.7% |
| YTD | -2.6% | -49.9% | +47.3% | 0.0% |
| 1Y | -8.7% | -38.8% | +30.1% | -8.0% |
| 3Y | -7.4% | -24.0% | +16.6% | -11.4% |
| 5Y | -5.7% | -75.6% | +69.9% | -8.1% |
| All | +48.1% | -47.0% | +95.1% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling