+3,701.3%
CRM vs QLD
+9,036.4%
-5,335.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | +1.3% | +0.6% | +0.7% | +0.9% |
| 30D | +34.3% | -0.1% | +34.5% | +34.5% |
| 3M | +37.7% | -8.4% | +46.1% | +40.2% |
| 6M | +34.9% | +32.2% | +2.7% | +8.8% |
| YTD | -1.6% | +28.9% | -30.5% | -19.7% |
| 1Y | +7.1% | +43.8% | -36.7% | -18.8% |
| 3Y | +19.0% | +176.6% | -157.6% | -43.4% |
| 5Y | -1.3% | +121.6% | -122.8% | -50.3% |
| 10Y | +251.2% | +1,652.9% | -1,401.8% | -60.3% |
| All | +3,701.3% | +9,036.4% | -5,335.1% | +1.6% |
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