-1.3%
CMS vs QID
-38.2%
+36.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +0.4% | -0.6% | +1.0% | +0.4% |
| 30D | -3.6% | 0.0% | -3.6% | -3.6% |
| 3M | -1.9% | +3.7% | -5.6% | -2.2% |
| 6M | -11.0% | -29.9% | +18.9% | -9.9% |
| YTD | +0.2% | -28.8% | +29.0% | +1.2% |
| 1Y | -1.3% | -37.2% | +35.9% | +0.8% |
| All | -1.3% | -38.2% | +36.9% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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