+1,350.3%
CRS vs QID
-80.8%
+1,431.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -2.0% |
| 7D | -6.8% | +1.3% | -8.0% | -6.2% |
| 30D | -16.1% | +2.9% | -19.1% | -14.8% |
| 3M | -21.2% | -0.7% | -20.5% | -20.1% |
| 6M | +8.7% | -29.7% | +38.4% | -4.3% |
| YTD | +41.0% | -27.9% | +68.8% | +26.1% |
| 1Y | +82.7% | -34.6% | +117.2% | +58.1% |
| 3Y | +604.8% | -73.5% | +678.3% | +364.2% |
| All | +1,350.3% | -80.8% | +1,431.1% | +829.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling