-15.6%
QLD vs CRL
+80.3%
-95.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.8% | -5.3% | +0.8% |
| 7D | -10.3% | -6.1% | -4.2% | -9.5% |
| 30D | -26.1% | +12.4% | -38.5% | -27.1% |
| 3M | -17.8% | +27.1% | -44.9% | -19.9% |
| 6M | -15.6% | +85.7% | -101.3% | -20.3% |
| All | -15.6% | +80.3% | -95.8% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling