+6.2%
QID vs CRL
+102.3%
-96.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.4% |
| 7D | -7.1% | +0.1% | -7.3% | -7.0% |
| 30D | +12.6% | +11.9% | +0.7% | +15.5% |
| 3M | +14.2% | +20.2% | -5.9% | +18.7% |
| 6M | +6.2% | +107.5% | -101.3% | +23.0% |
| All | +6.2% | +102.3% | -96.1% | +23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling