-7.1%
CMG vs QSR
+25.8%
-32.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.1% | -4.0% | +1.9% | -0.5% |
| 30D | +10.9% | +2.8% | +8.2% | +9.8% |
| 3M | +15.8% | +5.1% | +10.7% | +13.5% |
| 6M | +6.9% | +8.8% | -1.9% | +3.3% |
| YTD | -2.2% | +14.8% | -17.0% | -7.5% |
| 1Y | -7.1% | +25.7% | -32.8% | -14.9% |
| 3Y | -7.1% | +27.5% | -34.7% | -18.0% |
| All | -7.1% | +25.8% | -32.9% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling