+1,323.2%
CRS vs QSR
+135.2%
+1,188.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | -6.8% | -4.0% | -2.8% | -4.3% |
| 30D | -16.1% | +2.8% | -18.9% | -17.8% |
| 3M | -21.2% | +5.1% | -26.3% | -24.6% |
| 6M | +8.7% | +8.8% | -0.1% | +0.7% |
| YTD | +41.0% | +14.8% | +26.1% | +24.8% |
| 1Y | +82.7% | +25.7% | +56.9% | +50.6% |
| 3Y | +604.8% | +27.5% | +577.3% | +447.7% |
| 5Y | +1,384.7% | +41.3% | +1,343.4% | +960.9% |
| All | +1,323.2% | +135.2% | +1,188.0% | +655.3% |
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