+7,256.1%
QLD vs CMS
+923.5%
+6,332.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.4% | -12.3% | -12.4% |
| 7D | -18.6% | +1.7% | -20.2% | -19.7% |
| 30D | -28.3% | +8.6% | -36.9% | -33.5% |
| 3M | -20.4% | -0.5% | -19.9% | -20.8% |
| 6M | -14.3% | -4.2% | -10.1% | -13.6% |
| YTD | +2.8% | +3.4% | -0.7% | -4.0% |
| 1Y | -1.2% | +0.4% | -1.7% | -5.6% |
| 3Y | +135.3% | +38.2% | +97.1% | +58.5% |
| 5Y | +62.6% | +35.4% | +27.2% | +7.6% |
| 10Y | +1,384.3% | +131.7% | +1,252.6% | +421.3% |
| All | +7,256.1% | +923.5% | +6,332.6% | +339.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling