-80.8%
QID vs CRL
-37.6%
-43.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.1% |
| 7D | -1.9% | -4.6% | +2.7% | -4.0% |
| 30D | +1.7% | +0.5% | +1.2% | +2.1% |
| 3M | -3.9% | +46.6% | -50.5% | +15.8% |
| 6M | -30.0% | +57.3% | -87.3% | -11.1% |
| YTD | -28.2% | +39.5% | -67.8% | -13.2% |
| 1Y | -35.6% | +76.9% | -112.5% | -11.1% |
| 3Y | -74.3% | +39.4% | -113.6% | -63.9% |
| 5Y | -80.8% | -37.2% | -43.6% | -78.8% |
| All | -80.8% | -37.6% | -43.2% | -78.8% |
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