-14.6%
CRH vs QSR
+33.2%
-47.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -1.7% | +2.4% | -4.1% | -2.4% |
| 30D | -5.4% | +7.6% | -13.0% | -7.5% |
| 3M | -11.2% | +12.6% | -23.8% | -14.1% |
| 6M | -15.8% | +14.4% | -30.2% | -18.8% |
| YTD | -23.6% | +19.6% | -43.2% | -26.7% |
| 1Y | -14.6% | +33.9% | -48.5% | -18.4% |
| All | -14.6% | +33.2% | -47.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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