+9,127.5%
QLD vs CRS
+1,226.3%
+7,901.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | -0.5% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -0.1% | -16.6% | +16.5% | +9.3% |
| 3M | -8.4% | -3.5% | -4.9% | -7.1% |
| 6M | +32.2% | +15.4% | +16.8% | +21.0% |
| YTD | +28.9% | +51.2% | -22.3% | +1.3% |
| 1Y | +43.8% | +98.3% | -54.5% | -4.1% |
| 3Y | +176.6% | +651.5% | -475.0% | -13.2% |
| 5Y | +121.6% | +1,411.1% | -1,289.5% | -54.5% |
| 10Y | +1,652.9% | +1,424.3% | +228.6% | +173.9% |
| All | +9,127.5% | +1,226.3% | +7,901.2% | +992.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling