-10.0%
CRM vs QSR
+23.8%
-33.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +0.5% |
| 7D | -6.2% | +5.2% | -11.4% | -7.7% |
| 30D | -1.2% | +12.2% | -13.3% | -4.5% |
| 3M | +19.1% | +7.0% | +12.1% | +16.3% |
| 6M | +23.0% | -0.3% | +23.3% | +22.5% |
| YTD | -13.7% | +18.0% | -31.7% | -18.7% |
| 1Y | -10.0% | +22.6% | -32.6% | -14.7% |
| All | -10.0% | +23.8% | -33.8% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling