-3.5%
CRM vs QLD
+120.9%
-124.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | -3.5% | +3.0% | -6.5% | -4.8% |
| 30D | +29.3% | -1.8% | +31.1% | +30.4% |
| 3M | +36.8% | -1.8% | +38.6% | +35.1% |
| 6M | +23.9% | +36.9% | -13.0% | +1.8% |
| YTD | -5.5% | +28.7% | -34.2% | -20.0% |
| 1Y | -0.4% | +41.9% | -42.3% | -20.5% |
| 3Y | +12.8% | +184.2% | -171.5% | -41.9% |
| 5Y | -3.5% | +122.1% | -125.6% | -43.8% |
| All | -3.5% | +120.9% | -124.4% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling