-34.1%
QID vs CRL
+73.3%
-107.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +1.9% |
| 7D | +2.7% | -6.9% | +9.7% | +1.2% |
| 30D | +3.3% | -3.2% | +6.5% | +2.7% |
| 3M | -5.5% | +46.5% | -52.1% | +3.9% |
| 6M | -28.4% | +63.1% | -91.5% | -17.8% |
| YTD | -26.6% | +36.9% | -63.4% | -19.1% |
| 1Y | -34.1% | +78.1% | -112.2% | -23.3% |
| All | -34.1% | +73.3% | -107.4% | -23.3% |
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 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