-37.2%
QID vs CRL
+78.8%
-116.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.7% |
| 7D | -0.6% | -1.0% | +0.4% | -0.8% |
| 30D | 0.0% | +10.7% | -10.7% | +2.3% |
| 3M | +3.7% | +55.3% | -51.6% | +15.5% |
| 6M | -29.9% | +60.7% | -90.5% | -20.0% |
| YTD | -28.8% | +44.6% | -73.4% | -20.7% |
| 1Y | -37.2% | +77.7% | -114.9% | -26.9% |
| All | -37.2% | +78.8% | -116.0% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling