+1,502.1%
QLD vs CMS
+140.2%
+1,361.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.1% | -3.3% |
| 7D | +7.0% | +1.7% | +5.3% | +6.1% |
| 30D | -14.3% | +6.2% | -20.5% | -17.2% |
| 3M | -16.0% | +0.6% | -16.6% | -16.6% |
| 6M | -14.2% | -1.8% | -12.5% | -14.8% |
| YTD | +12.8% | +3.8% | +8.9% | +7.9% |
| 1Y | +14.1% | -1.8% | +15.8% | +12.5% |
| 3Y | +146.0% | +39.8% | +106.1% | +86.4% |
| 5Y | +82.0% | +37.1% | +44.9% | +37.4% |
| All | +1,502.1% | +140.2% | +1,361.9% | +911.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling