+165.0%
CMI vs QSR
+40.5%
+124.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -0.7% | -4.0% | +3.3% | +0.4% |
| 30D | -12.4% | +2.8% | -15.1% | -13.2% |
| 3M | -14.8% | +5.1% | -19.9% | -16.4% |
| 6M | +0.8% | +8.8% | -8.0% | -2.8% |
| YTD | +10.2% | +14.8% | -4.6% | +3.9% |
| 1Y | +37.4% | +25.7% | +11.7% | +25.1% |
| 3Y | +153.3% | +27.5% | +125.8% | +123.2% |
| All | +165.0% | +40.5% | +124.5% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling