+94.4%
QQQ vs CMS
+26.5%
+67.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +1.5% | +1.2% | +0.3% | +1.4% |
| 30D | -0.6% | -3.2% | +2.5% | -0.4% |
| 3M | +0.4% | -2.2% | +2.6% | +0.4% |
| 6M | +20.1% | -9.4% | +29.5% | +21.1% |
| YTD | +17.2% | +0.7% | +16.5% | +16.4% |
| 1Y | +24.7% | +0.4% | +24.3% | +23.8% |
| 3Y | +96.2% | +35.2% | +61.0% | +80.3% |
| 5Y | +94.4% | +24.1% | +70.3% | +82.5% |
| All | +94.4% | +26.5% | +67.9% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling