+1,631.1%
QLD vs CMS
+117.1%
+1,514.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -0.1% | -3.6% | +3.5% | +1.7% |
| 3M | -8.4% | -1.9% | -6.4% | -8.5% |
| 6M | +32.2% | -11.0% | +43.2% | +38.6% |
| YTD | +28.9% | +0.2% | +28.7% | +26.1% |
| 1Y | +43.8% | -1.3% | +45.1% | +41.2% |
| 3Y | +176.6% | +35.9% | +140.7% | +112.5% |
| 5Y | +121.6% | +23.1% | +98.5% | +79.8% |
| All | +1,631.1% | +117.1% | +1,514.0% | +999.6% |
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