+132.3%
CMS vs QID
-99.0%
+231.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.4% | -0.2% |
| 7D | -0.9% | -0.8% | -0.1% | -0.9% |
| 30D | +7.1% | +20.1% | -13.0% | +9.2% |
| 3M | -1.3% | +11.8% | -13.1% | 0.0% |
| 6M | -2.7% | +5.5% | -8.2% | -1.8% |
| YTD | +2.6% | -21.5% | +24.2% | +0.2% |
| 1Y | -2.0% | -22.6% | +20.6% | -4.3% |
| 3Y | +39.6% | -72.3% | +111.9% | +20.4% |
| 5Y | +35.3% | -76.9% | +112.2% | +19.0% |
| 10Y | +132.3% | -99.0% | +231.3% | +25.5% |
| All | +132.3% | -99.0% | +231.4% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling