+7,256.1%
QLD vs CRL
+762.1%
+6,494.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.1% | -8.7% | -10.1% |
| 7D | -18.6% | -16.8% | -1.8% | -8.3% |
| 30D | -28.3% | +2.6% | -30.9% | -30.0% |
| 3M | -20.4% | +20.1% | -40.4% | -30.5% |
| 6M | -14.3% | +68.8% | -83.1% | -42.3% |
| YTD | +2.8% | +56.9% | -54.2% | -29.3% |
| 1Y | -1.2% | +86.7% | -87.9% | -40.1% |
| 3Y | +135.3% | +72.1% | +63.2% | +29.0% |
| 5Y | +62.6% | -16.6% | +79.1% | +50.6% |
| 10Y | +1,384.3% | +359.0% | +1,025.2% | +279.7% |
| All | +7,256.1% | +762.1% | +6,494.1% | +1,194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling