+34.5%
CMS vs QID
-76.9%
+111.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.7% |
| 7D | +1.7% | -7.1% | +8.9% | +1.5% |
| 30D | +6.2% | +12.6% | -6.5% | +6.6% |
| 3M | +0.6% | +14.2% | -13.6% | +1.1% |
| 6M | -1.8% | +6.2% | -8.0% | -1.5% |
| YTD | +3.8% | -21.8% | +25.6% | +2.7% |
| 1Y | -1.8% | -23.1% | +21.4% | -2.9% |
| 3Y | +39.8% | -71.3% | +111.1% | +29.1% |
| All | +34.5% | -76.9% | +111.3% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling