-100.0%
QID vs CRL
+726.6%
-826.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -1.4% |
| 7D | -0.6% | -1.0% | +0.4% | -1.2% |
| 30D | 0.0% | +10.7% | -10.7% | +7.0% |
| 3M | +3.7% | +55.3% | -51.6% | +40.1% |
| 6M | -29.9% | +60.7% | -90.5% | -1.1% |
| YTD | -28.8% | +44.6% | -73.4% | -5.4% |
| 1Y | -37.2% | +77.7% | -114.9% | -2.7% |
| 3Y | -73.7% | +37.6% | -111.3% | -60.3% |
| 5Y | -80.7% | -35.8% | -44.9% | -80.3% |
| 10Y | -99.1% | +241.7% | -340.9% | -95.2% |
| All | -100.0% | +726.6% | -826.6% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling