+5.2%
QLD vs CRL
+101.2%
-96.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.8% | -5.3% | +0.4% |
| 7D | -10.3% | -6.1% | -4.2% | -9.0% |
| 30D | -26.1% | +12.4% | -38.5% | -28.1% |
| 3M | -17.8% | +27.1% | -44.9% | -22.4% |
| 6M | -15.6% | +85.7% | -101.3% | -28.1% |
| YTD | +5.4% | +69.2% | -63.8% | -8.2% |
| 1Y | +5.2% | +97.5% | -92.3% | -12.9% |
| All | +5.2% | +101.2% | -96.0% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling