+1,418.0%
QLD vs CMS
+127.7%
+1,290.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.5% |
| 7D | -1.4% | -0.9% | -0.5% | -1.0% |
| 30D | -19.6% | +7.1% | -26.6% | -22.6% |
| 3M | -14.1% | -1.3% | -12.9% | -14.0% |
| 6M | -13.6% | -2.7% | -11.0% | -13.8% |
| YTD | +12.5% | +2.6% | +9.9% | +8.3% |
| 1Y | +13.1% | -2.0% | +15.2% | +11.7% |
| 3Y | +154.7% | +39.6% | +115.1% | +92.8% |
| 5Y | +81.1% | +35.3% | +45.7% | +37.5% |
| 10Y | +1,418.0% | +132.3% | +1,285.7% | +848.0% |
| All | +1,418.0% | +127.7% | +1,290.3% | +848.0% |
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