+867.4%
CMS vs QID
-100.0%
+967.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.3% |
| 7D | +0.4% | -0.6% | +1.0% | +0.3% |
| 30D | -3.6% | 0.0% | -3.6% | -3.5% |
| 3M | -1.9% | +3.7% | -5.6% | -0.9% |
| 6M | -11.0% | -29.9% | +18.9% | -16.7% |
| YTD | +0.2% | -28.8% | +29.0% | -5.8% |
| 1Y | -1.3% | -37.2% | +35.9% | -9.4% |
| 3Y | +35.9% | -73.7% | +109.7% | +6.2% |
| 5Y | +23.1% | -80.7% | +103.8% | -4.5% |
| 10Y | +117.9% | -99.1% | +217.0% | -15.6% |
| All | +867.4% | -100.0% | +967.4% | +66.2% |
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