+552.9%
QQQ vs CRL
+249.3%
+303.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.5% |
| 7D | -1.3% | -6.9% | +5.7% | +0.9% |
| 30D | -1.4% | -3.2% | +1.8% | -0.5% |
| 3M | +2.3% | +46.5% | -44.3% | -10.1% |
| 6M | +16.9% | +63.1% | -46.2% | -1.9% |
| YTD | +15.6% | +36.9% | -21.2% | +2.1% |
| 1Y | +22.6% | +78.1% | -55.5% | -1.8% |
| 3Y | +93.5% | +36.7% | +56.9% | +58.2% |
| 5Y | +93.9% | -38.1% | +132.0% | +112.9% |
| All | +552.9% | +249.3% | +303.5% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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