+1,657.6%
QLD vs CRH
+253.3%
+1,404.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.9% |
| 7D | -1.2% | -6.1% | +4.8% | +3.8% |
| 30D | -3.0% | -9.3% | +6.3% | +4.6% |
| 3M | -2.8% | -15.2% | +12.4% | +9.6% |
| 6M | +32.0% | -14.2% | +46.2% | +46.1% |
| YTD | +27.3% | -28.3% | +55.5% | +62.0% |
| 1Y | +37.9% | -21.8% | +59.7% | +62.1% |
| 3Y | +174.6% | +71.6% | +103.0% | +63.5% |
| 5Y | +124.8% | +96.6% | +28.2% | +19.4% |
| All | +1,657.6% | +253.3% | +1,404.3% | +479.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling