+322.0%
CMG vs QSR
+135.2%
+186.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -2.1% | -4.0% | +1.9% | -0.2% |
| 30D | +10.9% | +2.8% | +8.2% | +9.5% |
| 3M | +15.8% | +5.1% | +10.7% | +13.0% |
| 6M | +6.9% | +8.8% | -1.9% | +2.5% |
| YTD | -2.2% | +14.8% | -17.0% | -8.7% |
| 1Y | -7.1% | +25.7% | -32.8% | -17.0% |
| 3Y | -7.1% | +27.5% | -34.7% | -19.3% |
| 5Y | -4.8% | +41.3% | -46.0% | -22.0% |
| All | +322.0% | +135.2% | +186.8% | +168.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling