+161.8%
CMI vs QS
-75.4%
+237.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +0.8% | -5.0% | +5.8% | +1.4% |
| 30D | -12.8% | -18.3% | +5.5% | -10.8% |
| 3M | -12.4% | -26.0% | +13.6% | -9.9% |
| 6M | -0.9% | -24.0% | +23.2% | +1.3% |
| YTD | +8.9% | -50.3% | +59.1% | +16.0% |
| 1Y | +37.7% | -38.0% | +75.7% | +41.1% |
| 3Y | +148.9% | -24.6% | +173.5% | +131.6% |
| All | +161.8% | -75.4% | +237.2% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling