+8.4%
QLD vs CRL
+111.4%
-103.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +5.5% |
| 7D | -1.4% | +4.4% | -5.8% | -2.7% |
| 30D | -19.6% | +17.1% | -36.7% | -22.6% |
| 3M | -14.1% | +32.1% | -46.2% | -19.8% |
| 6M | -13.6% | +98.9% | -112.6% | -27.8% |
| YTD | +12.5% | +77.1% | -64.6% | -3.3% |
| All | +8.4% | +111.4% | -103.0% | -11.6% |
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