-73.7%
QID vs CRL
+38.7%
-112.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.2% |
| 7D | -1.9% | -4.6% | +2.7% | -3.4% |
| 30D | +1.7% | +0.5% | +1.2% | +2.0% |
| 3M | -3.9% | +46.6% | -50.5% | +10.2% |
| 6M | -30.0% | +57.3% | -87.3% | -16.4% |
| YTD | -28.2% | +39.5% | -67.8% | -17.2% |
| 1Y | -35.6% | +76.9% | -112.5% | -18.2% |
| All | -73.7% | +38.7% | -112.3% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling