+1,351.8%
QLD vs CRS
+908.2%
+443.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +2.6% |
| 7D | -10.3% | -1.7% | -8.6% | -9.5% |
| 30D | -26.1% | -28.8% | +2.8% | -15.3% |
| 3M | -17.8% | -50.0% | +32.3% | +9.3% |
| 6M | -15.6% | -39.2% | +23.6% | +2.9% |
| YTD | +5.4% | -11.4% | +16.8% | +7.3% |
| 1Y | +5.2% | -11.7% | +16.9% | +7.1% |
| 3Y | +139.4% | +319.6% | -180.2% | +17.2% |
| 5Y | +66.7% | +794.8% | -728.0% | -43.4% |
| All | +1,351.8% | +908.2% | +443.7% | +365.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling