+1,351.8%
QLD vs CMS
+125.4%
+1,226.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.7% | +3.6% |
| 7D | -10.3% | -1.3% | -9.0% | -9.7% |
| 30D | -26.1% | +6.3% | -32.4% | -28.6% |
| 3M | -17.8% | -2.1% | -15.7% | -17.3% |
| 6M | -15.6% | -5.1% | -10.5% | -14.7% |
| YTD | +5.4% | +1.3% | +4.1% | +2.1% |
| 1Y | +5.2% | -1.4% | +6.6% | +3.3% |
| 3Y | +139.4% | +36.9% | +102.5% | +83.4% |
| 5Y | +66.7% | +32.5% | +34.2% | +28.3% |
| All | +1,351.8% | +125.4% | +1,226.4% | +853.3% |
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