+84.3%
QLD vs CRL
-9.4%
+93.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.2% |
| 7D | -3.8% | -1.7% | -2.1% | -3.1% |
| 30D | -20.5% | +14.6% | -35.1% | -25.6% |
| 3M | -14.6% | +24.8% | -39.5% | -23.6% |
| 6M | -14.7% | +94.7% | -109.3% | -39.4% |
| YTD | +11.2% | +73.4% | -62.2% | -17.8% |
| 1Y | +7.1% | +104.7% | -97.6% | -27.6% |
| 3Y | +141.1% | +101.1% | +40.0% | +44.3% |
| 5Y | +84.3% | -10.8% | +95.1% | +106.6% |
| All | +84.3% | -9.4% | +93.7% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling