+1,542.6%
QLD vs CMS
+136.3%
+1,406.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.4% |
| 7D | +12.5% | -1.3% | +13.8% | +13.2% |
| 30D | -15.7% | +5.3% | -21.0% | -18.2% |
| 3M | -11.9% | -0.3% | -11.6% | -12.2% |
| 6M | -10.3% | -4.0% | -6.2% | -9.8% |
| YTD | +15.6% | +2.1% | +13.5% | +11.5% |
| 1Y | +12.1% | -4.7% | +16.9% | +12.4% |
| 3Y | +150.7% | +36.8% | +113.9% | +92.3% |
| 5Y | +86.6% | +34.9% | +51.8% | +42.1% |
| All | +1,542.6% | +136.3% | +1,406.3% | +945.5% |
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