+612.8%
CRS vs QID
-73.3%
+686.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -1.0% |
| 7D | -4.1% | +2.7% | -6.9% | -2.7% |
| 30D | -16.6% | +3.3% | -19.9% | -14.9% |
| 3M | -14.3% | -5.5% | -8.7% | -15.0% |
| 6M | +11.6% | -28.4% | +40.0% | -2.8% |
| YTD | +42.6% | -26.6% | +69.1% | +26.4% |
| 1Y | +81.8% | -34.1% | +116.0% | +54.1% |
| All | +612.8% | -73.3% | +686.1% | +377.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 3y: compounded portfolio wealth divided by compounded QID 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…
3y analysis · Full analysis span regression · 6 months rolling