+117.7%
CMS vs QSR
+133.7%
-16.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.3% | -4.7% | +3.4% | -0.3% |
| 30D | -2.8% | +4.3% | -7.1% | -3.7% |
| 3M | -7.1% | +5.4% | -12.6% | -8.3% |
| 6M | -10.0% | +8.2% | -18.2% | -11.7% |
| YTD | -0.9% | +14.1% | -15.1% | -4.1% |
| 1Y | -2.0% | +28.1% | -30.1% | -7.6% |
| 3Y | +33.0% | +25.3% | +7.7% | +25.0% |
| 5Y | +24.3% | +40.4% | -16.1% | +13.0% |
| All | +117.7% | +133.7% | -16.0% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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