+414.2%
CRH vs QSR
+205.8%
+208.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -6.1% | -4.0% | -2.1% | -4.2% |
| 30D | -9.3% | +2.8% | -12.0% | -10.5% |
| 3M | -15.2% | +5.1% | -20.3% | -17.3% |
| 6M | -14.2% | +8.8% | -23.0% | -17.8% |
| YTD | -28.3% | +14.8% | -43.1% | -33.2% |
| 1Y | -21.8% | +25.7% | -47.5% | -30.5% |
| 3Y | +71.6% | +27.5% | +44.1% | +48.2% |
| 5Y | +96.6% | +41.3% | +55.4% | +60.0% |
| 10Y | +253.8% | +133.8% | +120.0% | +116.2% |
| All | +414.2% | +205.8% | +208.5% | +189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling