+0.4%
CMS vs QID
-21.1%
+21.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.6% |
| 7D | +4.1% | +9.8% | -5.7% | +2.9% |
| 30D | +10.9% | +18.9% | -8.1% | +8.8% |
| 3M | -0.2% | +9.6% | -9.8% | -1.5% |
| 6M | -4.7% | -7.8% | +3.1% | -5.3% |
| YTD | +3.9% | -23.3% | +27.2% | +3.0% |
| 1Y | +0.4% | -22.0% | +22.4% | -0.3% |
| All | +0.4% | -21.1% | +21.4% | -0.3% |
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