+1,631.1%
QLD vs CRL
+247.0%
+1,384.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.4% |
| 7D | +0.6% | -1.0% | +1.6% | +1.2% |
| 30D | -0.1% | +10.7% | -10.8% | -6.5% |
| 3M | -8.4% | +55.3% | -63.6% | -31.8% |
| 6M | +32.2% | +60.7% | -28.4% | -6.3% |
| YTD | +28.9% | +44.6% | -15.7% | -3.4% |
| 1Y | +43.8% | +77.7% | -33.9% | -8.1% |
| 3Y | +176.6% | +37.6% | +139.0% | +84.6% |
| 5Y | +121.6% | -35.8% | +157.4% | +171.7% |
| All | +1,631.1% | +247.0% | +1,384.1% | +449.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling