+71.6%
CRH vs QSR
+25.8%
+45.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -6.1% | -4.0% | -2.1% | -4.8% |
| 30D | -9.3% | +2.8% | -12.0% | -10.1% |
| 3M | -15.2% | +5.1% | -20.3% | -16.6% |
| 6M | -14.2% | +8.8% | -23.0% | -16.6% |
| YTD | -28.3% | +14.8% | -43.1% | -31.4% |
| 1Y | -21.8% | +25.7% | -47.5% | -27.7% |
| 3Y | +71.6% | +27.5% | +44.1% | +58.8% |
| All | +71.6% | +25.8% | +45.8% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling