+1,646.5%
QLD vs CRS
+1,306.2%
+340.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.4% | +1.3% |
| 7D | +3.0% | -3.1% | +6.0% | +4.3% |
| 30D | -1.8% | -19.6% | +17.8% | +7.6% |
| 3M | -1.8% | -8.1% | +6.3% | +1.4% |
| 6M | +36.9% | +18.6% | +18.3% | +26.0% |
| YTD | +28.7% | +45.9% | -17.2% | +7.2% |
| 1Y | +41.9% | +82.5% | -40.6% | +5.3% |
| 3Y | +184.2% | +648.9% | -464.7% | +10.5% |
| 5Y | +122.1% | +1,438.1% | -1,316.0% | -38.7% |
| 10Y | +1,646.5% | +1,327.0% | +319.5% | +351.8% |
| All | +1,646.5% | +1,306.2% | +340.3% | +351.8% |
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