+419.7%
CMI vs QSR
+203.9%
+215.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +0.8% | -4.7% | +5.5% | +2.3% |
| 30D | -12.8% | +4.3% | -17.1% | -14.1% |
| 3M | -12.4% | +5.4% | -17.9% | -14.4% |
| 6M | -0.9% | +8.2% | -9.0% | -4.3% |
| YTD | +8.9% | +14.1% | -5.3% | +2.8% |
| 1Y | +37.7% | +28.1% | +9.6% | +24.8% |
| 3Y | +148.9% | +25.3% | +123.6% | +123.9% |
| 5Y | +164.4% | +40.4% | +124.0% | +126.2% |
| 10Y | +506.9% | +132.4% | +374.6% | +322.2% |
| All | +419.7% | +203.9% | +215.8% | +242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling