+38.0%
CMS vs QS
-53.6%
+91.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.2% | +0.5% |
| 7D | -0.9% | +13.7% | -14.6% | -0.9% |
| 30D | +7.1% | -0.2% | +7.3% | +7.1% |
| 3M | -1.3% | -24.8% | +23.5% | -1.3% |
| 6M | -2.7% | -39.4% | +36.7% | -2.6% |
| YTD | +2.6% | -56.1% | +58.8% | +2.7% |
| 1Y | -2.0% | -72.5% | +70.5% | -1.8% |
| 3Y | +39.6% | -16.3% | +55.9% | +39.2% |
| 5Y | +35.3% | -87.6% | +122.9% | +33.2% |
| All | +38.0% | -53.6% | +91.6% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling