+14.7%
QLD vs CMS
+1.4%
+13.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +2.8% |
| 7D | -9.4% | +4.1% | -13.4% | -7.1% |
| 30D | -17.1% | +10.9% | -27.9% | -11.9% |
| 3M | -10.4% | -0.2% | -10.2% | -10.1% |
| 6M | +0.7% | -4.7% | +5.5% | 0.0% |
| YTD | +17.7% | +3.9% | +13.9% | +18.7% |
| 1Y | +14.7% | +0.4% | +14.3% | +16.7% |
| All | +14.7% | +1.4% | +13.3% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling