-16.6%
CRH vs QSR
+22.6%
-39.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | +5.3% | +7.6% | -2.3% | +2.5% |
| 30D | +14.2% | +11.8% | +2.3% | +9.5% |
| 3M | -4.2% | +6.4% | -10.6% | -6.6% |
| 6M | -14.5% | -2.1% | -12.4% | -15.1% |
| YTD | -22.7% | +18.3% | -40.9% | -26.2% |
| 1Y | -16.6% | +21.4% | -38.0% | -23.3% |
| All | -16.6% | +22.6% | -39.2% | -23.3% |
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