-99.1%
QID vs CRL
+249.3%
-348.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +1.1% |
| 7D | +2.7% | -6.9% | +9.7% | -1.7% |
| 30D | +3.3% | -3.2% | +6.5% | +1.5% |
| 3M | -5.5% | +46.5% | -52.1% | +21.0% |
| 6M | -28.4% | +63.1% | -91.5% | +0.3% |
| YTD | -26.6% | +36.9% | -63.4% | -7.1% |
| 1Y | -34.1% | +78.1% | -112.2% | +0.6% |
| 3Y | -73.7% | +36.7% | -110.4% | -61.0% |
| 5Y | -80.7% | -38.1% | -42.6% | -82.2% |
| All | -99.1% | +249.3% | -348.4% | -95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling