+3,096.0%
CRM vs QLD
+8,093.6%
-4,997.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -2.2% | +12.5% | -14.7% | -8.8% |
| 30D | -8.6% | -15.7% | +7.1% | -0.8% |
| 3M | +12.7% | -11.9% | +24.7% | +18.8% |
| 6M | +27.6% | -10.3% | +37.8% | +28.1% |
| YTD | -17.3% | +15.6% | -32.9% | -29.6% |
| 1Y | -10.8% | +12.1% | -22.9% | -23.1% |
| 3Y | +3.8% | +150.7% | -146.9% | -48.7% |
| 5Y | -27.7% | +86.6% | -114.3% | -60.4% |
| 10Y | +197.3% | +1,509.7% | -1,312.5% | -65.4% |
| All | +3,096.0% | +8,093.6% | -4,997.6% | -11.1% |
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