+115.8%
CMS vs QID
-99.1%
+214.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +1.2% | -2.7% | +4.0% | +0.9% |
| 30D | -3.2% | +1.8% | -4.9% | -2.9% |
| 3M | -2.2% | -2.2% | 0.0% | -2.3% |
| 6M | -9.4% | -32.1% | +22.7% | -13.2% |
| YTD | +0.7% | -28.6% | +29.3% | -2.8% |
| 1Y | +0.4% | -36.3% | +36.7% | -4.4% |
| 3Y | +35.2% | -74.4% | +109.6% | +15.6% |
| 5Y | +24.1% | -80.8% | +104.9% | +6.1% |
| 10Y | +115.8% | -99.1% | +214.9% | +10.3% |
| All | +115.8% | -99.1% | +214.9% | +10.3% |
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 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