+194.8%
CMS vs QSR
+202.6%
-7.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.3% |
| 7D | -1.3% | -3.9% | +2.6% | -0.5% |
| 30D | +5.3% | +5.9% | -0.7% | +4.0% |
| 3M | -0.3% | +1.7% | -2.0% | -0.8% |
| 6M | -4.0% | -1.9% | -2.2% | -3.9% |
| YTD | +2.1% | +13.6% | -11.5% | -0.9% |
| 1Y | -4.7% | +13.1% | -17.8% | -7.5% |
| 3Y | +36.8% | +21.8% | +15.0% | +29.8% |
| 5Y | +34.9% | +57.2% | -22.4% | +20.9% |
| 10Y | +134.7% | +138.5% | -3.8% | +90.2% |
| All | +194.8% | +202.6% | -7.7% | +132.4% |
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 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