+162.0%
CRH vs QS
-46.4%
+208.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | -6.1% | -3.6% | -2.4% | -5.9% |
| 30D | -9.3% | -17.2% | +8.0% | -8.4% |
| 3M | -15.2% | -27.0% | +11.8% | -14.0% |
| 6M | -14.2% | -24.6% | +10.4% | -13.3% |
| YTD | -28.3% | -49.3% | +21.1% | -26.3% |
| 1Y | -21.8% | -40.3% | +18.6% | -20.8% |
| 3Y | +71.6% | -23.8% | +95.4% | +66.6% |
| 5Y | +96.6% | -75.0% | +171.6% | +91.9% |
| All | +162.0% | -46.4% | +208.4% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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