+139.4%
QLD vs CMS
+35.4%
+104.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.7% | +1.9% |
| 7D | -10.3% | -1.3% | -9.0% | -10.6% |
| 30D | -26.1% | +6.3% | -32.4% | -24.6% |
| 3M | -17.8% | -2.1% | -15.7% | -18.0% |
| 6M | -15.6% | -5.1% | -10.5% | -16.3% |
| YTD | +5.4% | +1.3% | +4.1% | +5.7% |
| 1Y | +5.2% | -1.4% | +6.6% | +5.3% |
| 3Y | +139.4% | +36.9% | +102.5% | +137.5% |
| All | +139.4% | +35.4% | +104.1% | +137.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling