+8.4%
QLD vs CRS
-7.4%
+15.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.7% | -2.9% | +3.1% |
| 7D | -1.4% | +4.9% | -6.4% | -3.1% |
| 30D | -19.6% | -20.8% | +1.2% | -13.3% |
| 3M | -14.1% | -46.4% | +32.3% | +6.9% |
| 6M | -13.6% | -28.6% | +14.9% | -1.3% |
| YTD | +12.5% | -2.8% | +15.4% | +19.6% |
| All | +8.4% | -7.4% | +15.8% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling