+11.7%
CMI vs QSR
+23.8%
-12.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.5% | -11.2% | -4.9% |
| 7D | -11.2% | +5.2% | -16.4% | -10.4% |
| 30D | -9.8% | +12.2% | -22.0% | -8.3% |
| 3M | -25.5% | +7.0% | -32.6% | -24.7% |
| 6M | -27.7% | -0.3% | -27.4% | -26.7% |
| YTD | -6.6% | +18.0% | -24.6% | -7.3% |
| 1Y | +11.7% | +22.6% | -11.0% | +8.9% |
| All | +11.7% | +23.8% | -12.2% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling