+86.1%
QQQ vs CRL
+100.7%
-14.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | -0.2% | +5.0% | -5.3% | -1.0% |
| 30D | -7.5% | +13.5% | -21.0% | -9.5% |
| 3M | -3.8% | +21.5% | -25.3% | -7.1% |
| 6M | -3.0% | +103.4% | -106.4% | -14.7% |
| YTD | +12.8% | +71.8% | -59.0% | +1.6% |
| 1Y | +11.6% | +97.5% | -85.9% | -2.1% |
| All | +86.1% | +100.7% | -14.5% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling