+82.1%
QQQ vs CRL
-12.2%
+94.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | -0.2% | +5.0% | -5.3% | -1.4% |
| 30D | -7.5% | +13.5% | -21.0% | -10.4% |
| 3M | -3.8% | +21.5% | -25.3% | -8.5% |
| 6M | -3.0% | +103.4% | -106.4% | -19.2% |
| YTD | +12.8% | +71.8% | -59.0% | -3.0% |
| 1Y | +11.6% | +97.5% | -85.9% | -7.5% |
| 3Y | +85.6% | +99.2% | -13.7% | +43.1% |
| 5Y | +82.1% | -12.1% | +94.3% | +88.5% |
| All | +82.1% | -12.2% | +94.3% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling