+16.9%
QQQI vs CMS
-2.9%
+19.8%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.7% |
| 7D | -0.3% | -1.9% | +1.6% | -0.8% |
| 30D | -0.3% | -4.1% | +3.8% | -1.2% |
| 3M | +1.3% | -7.1% | +8.4% | -0.7% |
| 6M | +11.5% | -10.1% | +21.5% | +9.5% |
| YTD | +11.3% | -1.7% | +13.0% | +10.6% |
| 1Y | +16.9% | -3.4% | +20.3% | +16.6% |
| All | +16.9% | -2.9% | +19.8% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling