-2.3%
CRM vs QLD
+40.7%
-43.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -5.0% | +1.9% | -6.9% | -5.1% |
| 30D | +23.6% | -1.8% | +25.4% | +23.7% |
| 3M | +39.6% | -0.1% | +39.7% | +39.0% |
| 6M | +23.4% | +32.6% | -9.1% | +13.8% |
| YTD | -7.4% | +27.9% | -35.3% | -13.3% |
| 1Y | -2.3% | +40.3% | -42.6% | -16.3% |
| All | -2.3% | +40.7% | -43.0% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling