+354.2%
CRM vs QSR
+205.8%
+148.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.6% |
| 3M | +48.8% | +5.1% | +43.7% | +45.7% |
| 6M | +28.3% | +8.8% | +19.5% | +23.3% |
| YTD | -6.0% | +14.8% | -20.8% | -11.8% |
| 1Y | +1.4% | +25.7% | -24.3% | -8.6% |
| 3Y | +11.8% | +27.5% | -15.7% | -1.5% |
| 5Y | -2.0% | +41.3% | -43.3% | -18.1% |
| 10Y | +239.6% | +133.8% | +105.8% | +120.9% |
| All | +354.2% | +205.8% | +148.5% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling