+9,127.5%
QLD vs CRH
+471.1%
+8,656.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -1.4% |
| 7D | +0.6% | -1.7% | +2.2% | +1.7% |
| 30D | -0.1% | -5.4% | +5.2% | +3.5% |
| 3M | -8.4% | -11.2% | +2.8% | -1.4% |
| 6M | +32.2% | -15.8% | +48.0% | +46.9% |
| YTD | +28.9% | -23.6% | +52.5% | +52.5% |
| 1Y | +43.8% | -14.6% | +58.4% | +56.4% |
| 3Y | +176.6% | +74.3% | +102.3% | +81.0% |
| 5Y | +121.6% | +103.7% | +17.9% | +32.5% |
| 10Y | +1,652.9% | +261.4% | +1,391.5% | +599.1% |
| All | +9,127.5% | +471.1% | +8,656.4% | +2,087.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling