+3,035.9%
CRM vs QLD
+7,781.2%
-4,745.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | -3.9% | -3.8% | -0.1% | -2.6% |
| 30D | -6.8% | -20.5% | +13.7% | +4.6% |
| 3M | +8.3% | -14.6% | +22.9% | +16.1% |
| 6M | +17.9% | -14.7% | +32.6% | +22.0% |
| YTD | -18.9% | +11.2% | -30.1% | -29.4% |
| 1Y | -10.9% | +7.1% | -18.0% | -21.1% |
| 3Y | +1.8% | +141.1% | -139.3% | -48.5% |
| 5Y | -27.4% | +84.3% | -111.7% | -60.0% |
| 10Y | +195.5% | +1,450.1% | -1,254.6% | -64.8% |
| All | +3,035.9% | +7,781.2% | -4,745.3% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling