+12.1%
QLD vs CRL
+97.0%
-84.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +12.5% | +8.9% | +3.6% | +9.9% |
| 30D | -15.7% | +14.0% | -29.7% | -18.3% |
| 3M | -11.9% | +19.8% | -31.8% | -15.8% |
| 6M | -10.3% | +102.0% | -112.3% | -25.5% |
| YTD | +15.6% | +70.8% | -55.2% | +0.3% |
| 1Y | +12.1% | +98.7% | -86.6% | -7.6% |
| All | +12.1% | +97.0% | -84.8% | -7.6% |
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