+0.4%
CMS vs QS
-71.4%
+71.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.1% | +1.6% |
| 7D | +4.1% | +4.5% | -0.4% | +4.2% |
| 30D | +10.9% | -4.1% | +15.0% | +10.7% |
| 3M | -0.2% | -22.1% | +21.9% | -1.0% |
| 6M | -4.7% | -38.4% | +33.7% | -6.2% |
| YTD | +3.9% | -57.5% | +61.4% | +2.2% |
| 1Y | +0.4% | -71.3% | +71.7% | -0.2% |
| All | +0.4% | -71.4% | +71.8% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling