+571.7%
QQQ vs CMS
+116.0%
+455.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | -0.6% | -1.3% | +0.7% | -0.3% |
| 3M | +1.3% | -5.4% | +6.7% | +2.5% |
| 6M | +18.1% | -10.3% | +28.5% | +21.0% |
| YTD | +16.9% | -0.2% | +17.1% | +16.0% |
| 1Y | +24.0% | -0.9% | +24.8% | +23.1% |
| 3Y | +95.6% | +34.0% | +61.7% | +73.6% |
| 5Y | +94.5% | +23.6% | +71.0% | +75.5% |
| 10Y | +571.7% | +122.2% | +449.5% | +425.6% |
| All | +571.7% | +116.0% | +455.7% | +425.6% |
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