+523.8%
QQQ vs CMS
+134.3%
+389.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | -10.2% | +7.4% | -17.6% | -11.9% |
| 3M | -6.3% | +1.9% | -8.2% | -6.9% |
| 6M | -4.9% | -2.3% | -2.6% | -4.8% |
| YTD | +10.2% | +3.0% | +7.3% | +8.4% |
| 1Y | +8.8% | -2.8% | +11.6% | +8.7% |
| 3Y | +81.4% | +37.9% | +43.5% | +59.7% |
| 5Y | +78.5% | +34.0% | +44.5% | +56.7% |
| 10Y | +523.8% | +138.1% | +385.7% | +385.0% |
| All | +523.8% | +134.3% | +389.5% | +385.0% |
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