+238.9%
CRM vs QSR
+135.2%
+103.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -4.4% | -4.0% | -0.4% | -2.8% |
| 30D | +28.1% | +2.8% | +25.4% | +26.5% |
| 3M | +48.8% | +5.1% | +43.7% | +45.6% |
| 6M | +28.3% | +8.8% | +19.5% | +23.2% |
| YTD | -6.0% | +14.8% | -20.8% | -12.0% |
| 1Y | +1.4% | +25.7% | -24.3% | -8.9% |
| 3Y | +11.8% | +27.5% | -15.7% | -2.0% |
| 5Y | -2.0% | +41.3% | -43.3% | -18.9% |
| All | +238.9% | +135.2% | +103.7% | +111.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling