+133.5%
QLD vs CRL
+72.9%
+60.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.1% | -8.7% | -11.4% |
| 7D | -18.6% | -16.8% | -1.8% | -13.5% |
| 30D | -28.3% | +2.6% | -30.9% | -28.9% |
| 3M | -20.4% | +20.1% | -40.4% | -25.3% |
| 6M | -14.3% | +68.8% | -83.1% | -29.1% |
| YTD | +2.8% | +56.9% | -54.2% | -13.6% |
| 1Y | -1.2% | +86.7% | -87.9% | -22.2% |
| All | +133.5% | +72.9% | +60.6% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling