+0.4%
CMS vs QS
-44.4%
+44.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.5% |
| 7D | +1.2% | +2.2% | -1.0% | +1.3% |
| 30D | -3.2% | -8.1% | +4.9% | -3.3% |
| 3M | -2.2% | -27.0% | +24.8% | -2.5% |
| 6M | -9.4% | -16.4% | +7.0% | -9.8% |
| YTD | +0.7% | -46.4% | +47.0% | +0.2% |
| 1Y | +0.4% | -41.1% | +41.4% | +1.9% |
| All | +0.4% | -44.4% | +44.8% | +1.9% |
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 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