+189.2%
CMS vs QSR
+218.5%
-29.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | +2.4% | -2.1% | -0.1% |
| 30D | -3.6% | +7.6% | -11.2% | -5.1% |
| 3M | -1.9% | +12.6% | -14.5% | -4.3% |
| 6M | -11.0% | +14.4% | -25.3% | -13.5% |
| YTD | +0.2% | +19.6% | -19.4% | -3.7% |
| 1Y | -1.3% | +33.9% | -35.2% | -7.4% |
| 3Y | +35.9% | +27.1% | +8.8% | +27.9% |
| 5Y | +23.1% | +48.5% | -25.5% | +11.4% |
| 10Y | +117.9% | +126.2% | -8.3% | +77.4% |
| All | +189.2% | +218.5% | -29.3% | +125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling