+176.0%
QLD vs CRH
+72.0%
+103.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.4% |
| 7D | +1.9% | -3.6% | +5.5% | +4.4% |
| 30D | -1.8% | -10.8% | +9.0% | +6.1% |
| 3M | -0.1% | -13.5% | +13.4% | +9.6% |
| 6M | +32.6% | -15.4% | +48.0% | +46.4% |
| YTD | +27.9% | -27.6% | +55.5% | +58.0% |
| 1Y | +40.3% | -18.4% | +58.7% | +55.9% |
| All | +176.0% | +72.0% | +103.9% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling