+152.2%
QLD vs CRS
+355.6%
-203.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.1% |
| 7D | +12.5% | +7.4% | +5.1% | +9.3% |
| 30D | -15.7% | -21.2% | +5.5% | -8.1% |
| 3M | -11.9% | -43.3% | +31.4% | +9.4% |
| 6M | -10.3% | -29.4% | +19.1% | +2.2% |
| YTD | +15.6% | -4.7% | +20.3% | +15.0% |
| 1Y | +12.1% | -9.6% | +21.7% | +13.9% |
| All | +152.2% | +355.6% | -203.4% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling