+877.6%
CMS vs QID
-100.0%
+977.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -2.6% |
| 7D | -1.3% | +9.4% | -10.7% | +0.5% |
| 30D | +6.3% | +31.2% | -24.9% | +12.2% |
| 3M | -2.1% | +17.4% | -19.5% | +1.3% |
| 6M | -5.1% | +8.4% | -13.5% | -3.1% |
| YTD | +1.3% | -15.8% | +17.0% | -1.5% |
| 1Y | -1.4% | -16.3% | +14.9% | -4.1% |
| 3Y | +36.9% | -70.4% | +107.3% | +9.2% |
| 5Y | +32.5% | -74.8% | +107.3% | +9.1% |
| 10Y | +126.8% | -99.0% | +225.8% | -10.6% |
| All | +877.6% | -100.0% | +977.6% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling