+232.4%
CRM vs QLD
+1,707.9%
-1,475.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.6% |
| 7D | -8.1% | -2.6% | -5.5% | -6.9% |
| 30D | +23.1% | -3.3% | +26.3% | +25.2% |
| 3M | +42.5% | +1.8% | +40.7% | +37.7% |
| 6M | +25.3% | +29.7% | -4.4% | +4.8% |
| YTD | -7.8% | +25.1% | -32.9% | -21.6% |
| 1Y | +1.0% | +37.1% | -36.1% | -18.9% |
| 3Y | +10.0% | +176.3% | -166.3% | -43.2% |
| 5Y | -3.9% | +121.0% | -124.8% | -47.3% |
| All | +232.4% | +1,707.9% | -1,475.5% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling