+176.1%
CMG vs QSR
+203.9%
-27.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -3.8% | -4.7% | +0.9% | -1.9% |
| 30D | +12.9% | +4.3% | +8.6% | +10.9% |
| 3M | +18.8% | +5.4% | +13.3% | +15.9% |
| 6M | +4.1% | +8.2% | -4.1% | +0.4% |
| YTD | -2.4% | +14.1% | -16.5% | -8.0% |
| 1Y | -6.7% | +28.1% | -34.8% | -16.5% |
| 3Y | -7.1% | +25.3% | -32.4% | -17.5% |
| 5Y | -5.0% | +40.4% | -45.4% | -20.2% |
| 10Y | +323.5% | +132.4% | +191.1% | +178.7% |
| All | +176.1% | +203.9% | -27.8% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling