+1,570.9%
QQQ vs CMS
+297.0%
+1,274.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +0.2% | -3.6% | +3.8% | +1.2% |
| 3M | -2.8% | -1.9% | -0.9% | -2.6% |
| 6M | +18.0% | -11.0% | +29.0% | +21.1% |
| YTD | +17.3% | +0.2% | +17.1% | +16.6% |
| 1Y | +25.6% | -1.3% | +26.9% | +25.1% |
| 3Y | +93.7% | +35.9% | +57.8% | +74.8% |
| 5Y | +94.2% | +23.1% | +71.1% | +78.6% |
| 10Y | +557.9% | +117.9% | +439.9% | +411.8% |
| All | +1,570.9% | +297.0% | +1,274.0% | +713.9% |
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