+67.2%
QLD vs CMS
+32.6%
+34.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.7% | +2.9% |
| 7D | -10.3% | -1.3% | -9.0% | -10.1% |
| 30D | -26.1% | +6.3% | -32.4% | -27.0% |
| 3M | -17.8% | -2.1% | -15.7% | -17.5% |
| 6M | -15.6% | -5.1% | -10.5% | -15.2% |
| YTD | +5.4% | +1.3% | +4.1% | +3.5% |
| 1Y | +5.2% | -1.4% | +6.6% | +4.1% |
| 3Y | +139.4% | +36.9% | +102.5% | +98.4% |
| All | +67.2% | +32.6% | +34.6% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling