+28.1%
CRM vs QS
-46.4%
+74.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.8% |
| 7D | -4.4% | -3.6% | -0.8% | -4.2% |
| 30D | +28.1% | -17.2% | +45.4% | +29.6% |
| 3M | +48.8% | -27.0% | +75.8% | +51.1% |
| 6M | +28.3% | -24.6% | +52.8% | +29.3% |
| YTD | -6.0% | -49.3% | +43.3% | -3.0% |
| 1Y | +1.4% | -40.3% | +41.8% | +2.5% |
| 3Y | +11.8% | -23.8% | +35.7% | +5.7% |
| 5Y | -2.0% | -75.0% | +72.9% | -5.0% |
| All | +28.1% | -46.4% | +74.5% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling