+204.3%
CMI vs QS
-47.0%
+251.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.4% | -0.8% |
| 7D | +0.7% | -4.2% | +4.9% | +1.0% |
| 30D | -12.3% | -15.7% | +3.4% | -11.4% |
| 3M | -16.8% | -28.7% | +11.9% | -15.3% |
| 6M | +1.5% | -23.2% | +24.8% | +2.8% |
| YTD | +9.8% | -49.9% | +59.7% | +13.7% |
| 1Y | +42.6% | -38.8% | +81.4% | +45.0% |
| 3Y | +151.0% | -24.0% | +175.0% | +143.9% |
| 5Y | +167.0% | -75.6% | +242.6% | +161.9% |
| All | +204.3% | -47.0% | +251.3% | +221.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling