+8,329.0%
QLD vs CMS
+927.8%
+7,401.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +0.7% |
| 7D | -9.4% | +4.1% | -13.4% | -12.5% |
| 30D | -17.1% | +10.9% | -27.9% | -24.4% |
| 3M | -10.4% | -0.2% | -10.2% | -11.1% |
| 6M | +0.7% | -4.7% | +5.5% | +1.9% |
| YTD | +17.7% | +3.9% | +13.9% | +9.6% |
| 1Y | +14.7% | +0.4% | +14.3% | +9.7% |
| 3Y | +169.6% | +38.8% | +130.8% | +80.9% |
| 5Y | +86.7% | +37.1% | +49.5% | +22.0% |
| 10Y | +1,600.8% | +132.7% | +1,468.1% | +495.0% |
| All | +8,329.0% | +927.8% | +7,401.1% | +401.4% |
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