+35.2%
CMS vs QSR
+28.6%
+6.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.0% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | -3.2% | +5.9% | -9.1% | -4.4% |
| 3M | -2.2% | +10.5% | -12.7% | -4.3% |
| 6M | -9.4% | +7.7% | -17.1% | -11.0% |
| YTD | +0.7% | +16.8% | -16.1% | -2.8% |
| 1Y | +0.4% | +30.9% | -30.5% | -5.7% |
| 3Y | +35.2% | +28.2% | +7.0% | +24.3% |
| All | +35.2% | +28.6% | +6.5% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling