+1,315.8%
QLD vs CMS
+130.3%
+1,185.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.4% | -12.3% | -12.5% |
| 7D | -18.6% | +1.7% | -20.2% | -19.2% |
| 30D | -28.3% | +8.6% | -36.9% | -31.5% |
| 3M | -20.4% | -0.5% | -19.9% | -20.5% |
| 6M | -14.3% | -4.2% | -10.1% | -13.7% |
| YTD | +2.8% | +3.4% | -0.7% | -1.4% |
| 1Y | -1.2% | +0.4% | -1.7% | -3.8% |
| 3Y | +135.3% | +38.2% | +97.1% | +80.0% |
| 5Y | +62.6% | +35.4% | +27.2% | +23.8% |
| All | +1,315.8% | +130.3% | +1,185.5% | +820.4% |
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