+1,418.0%
QLD vs CRL
+400.8%
+1,017.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +3.9% |
| 7D | -1.4% | +4.4% | -5.8% | -4.2% |
| 30D | -19.6% | +17.1% | -36.7% | -27.4% |
| 3M | -14.1% | +32.1% | -46.2% | -28.6% |
| 6M | -13.6% | +98.9% | -112.6% | -46.1% |
| YTD | +12.5% | +77.1% | -64.6% | -26.3% |
| 1Y | +13.1% | +110.3% | -97.1% | -34.3% |
| 3Y | +154.7% | +108.5% | +46.2% | +25.6% |
| 5Y | +81.1% | -7.9% | +88.9% | +71.7% |
| 10Y | +1,418.0% | +368.9% | +1,049.1% | +330.7% |
| All | +1,418.0% | +400.8% | +1,017.2% | +330.7% |
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 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