-77.0%
QID vs CRL
-12.1%
-64.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.2% |
| 7D | -7.1% | +0.1% | -7.3% | -6.9% |
| 30D | +12.6% | +11.9% | +0.7% | +20.2% |
| 3M | +14.2% | +20.2% | -5.9% | +26.7% |
| 6M | +6.2% | +107.5% | -101.3% | +54.8% |
| YTD | -21.8% | +69.4% | -91.2% | +5.6% |
| 1Y | -23.1% | +99.7% | -122.9% | +13.4% |
| 3Y | -71.3% | +98.8% | -170.1% | -49.9% |
| All | -77.0% | -12.1% | -64.9% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling