-99.1%
QID vs CRL
+350.3%
-449.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.1% |
| 7D | -7.1% | +0.1% | -7.3% | -6.8% |
| 30D | +12.6% | +11.9% | +0.7% | +22.6% |
| 3M | +14.2% | +20.2% | -5.9% | +30.7% |
| 6M | +6.2% | +107.5% | -101.3% | +73.3% |
| YTD | -21.8% | +69.4% | -91.2% | +15.1% |
| 1Y | -23.1% | +99.7% | -122.9% | +26.7% |
| 3Y | -71.3% | +98.8% | -170.1% | -44.1% |
| 5Y | -77.0% | -12.4% | -64.6% | -72.5% |
| All | -99.1% | +350.3% | -449.3% | -94.3% |
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