+39.8%
CMS vs QS
-32.2%
+72.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.8% | +1.7% |
| 7D | +1.7% | -14.0% | +15.8% | +1.7% |
| 30D | +6.2% | -6.4% | +12.5% | +6.2% |
| 3M | +0.6% | -40.3% | +40.9% | +0.6% |
| 6M | -1.8% | -57.5% | +55.7% | -1.7% |
| YTD | +3.8% | -64.7% | +68.5% | +4.0% |
| 1Y | -1.8% | -72.9% | +71.1% | -1.4% |
| 3Y | +39.8% | -33.5% | +73.3% | +35.1% |
| All | +39.8% | -32.2% | +72.1% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling