+1,418.0%
QLD vs CRS
+967.2%
+450.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.7% | -2.9% | +2.6% |
| 7D | -1.4% | +4.9% | -6.4% | -3.3% |
| 30D | -19.6% | -20.8% | +1.2% | -12.0% |
| 3M | -14.1% | -46.4% | +32.3% | +10.9% |
| 6M | -13.6% | -28.6% | +14.9% | -1.6% |
| YTD | +12.5% | -2.8% | +15.4% | +10.2% |
| 1Y | +13.1% | -6.7% | +19.9% | +12.6% |
| 3Y | +154.7% | +368.0% | -213.3% | +18.7% |
| 5Y | +81.1% | +852.9% | -771.8% | -40.4% |
| 10Y | +1,418.0% | +905.1% | +512.9% | +366.5% |
| All | +1,418.0% | +967.2% | +450.8% | +366.5% |
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