+205.4%
CMI vs QS
-46.4%
+251.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.1% |
| 7D | -0.7% | -3.6% | +2.9% | -0.5% |
| 30D | -12.4% | -17.2% | +4.9% | -11.4% |
| 3M | -14.8% | -27.0% | +12.2% | -13.3% |
| 6M | +0.8% | -24.6% | +25.4% | +2.1% |
| YTD | +10.2% | -49.3% | +59.5% | +14.1% |
| 1Y | +37.4% | -40.3% | +77.8% | +39.9% |
| 3Y | +153.3% | -23.8% | +177.1% | +146.1% |
| 5Y | +167.6% | -75.0% | +242.5% | +162.2% |
| All | +205.4% | -46.4% | +251.8% | +222.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling