+542.4%
QQQ vs CMS
+136.3%
+406.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +6.4% | -1.3% | +7.6% | +6.7% |
| 30D | -7.5% | +5.3% | -12.7% | -8.7% |
| 3M | -4.8% | -0.3% | -4.5% | -4.9% |
| 6M | -2.5% | -4.0% | +1.6% | -1.9% |
| YTD | +12.4% | +2.1% | +10.3% | +10.8% |
| 1Y | +11.3% | -4.7% | +16.0% | +11.9% |
| 3Y | +85.0% | +36.8% | +48.2% | +63.2% |
| 5Y | +79.6% | +34.9% | +44.8% | +57.2% |
| All | +542.4% | +136.3% | +406.2% | +403.3% |
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