+37.4%
CMS vs QS
-60.6%
+98.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.8% | +7.3% | -0.6% |
| 7D | -1.3% | -5.6% | +4.3% | -1.3% |
| 30D | +5.3% | -5.8% | +11.1% | +5.3% |
| 3M | -0.3% | -39.2% | +38.8% | -0.3% |
| 6M | -4.0% | -53.9% | +49.9% | -4.0% |
| YTD | +2.1% | -62.8% | +64.9% | +2.2% |
| 1Y | -4.7% | -73.5% | +68.8% | -4.5% |
| 3Y | +36.8% | -29.1% | +65.9% | +36.4% |
| 5Y | +34.9% | -90.0% | +124.9% | +32.6% |
| All | +37.4% | -60.6% | +98.0% | +34.2% |
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