+33.2%
CMS vs QS
-47.4%
+80.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | -1.3% | -5.0% | +3.6% | -1.3% |
| 30D | -2.8% | -18.3% | +15.5% | -2.8% |
| 3M | -7.1% | -26.0% | +18.9% | -7.1% |
| 6M | -10.0% | -24.0% | +14.0% | -10.1% |
| YTD | -0.9% | -50.3% | +49.3% | -0.9% |
| 1Y | -2.0% | -38.0% | +36.0% | -2.0% |
| 3Y | +33.0% | -24.6% | +57.6% | +32.6% |
| 5Y | +24.3% | -75.4% | +99.7% | +23.1% |
| All | +33.2% | -47.4% | +80.6% | +30.2% |
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 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