+832.5%
QQQ vs CRL
+1,379.5%
-547.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.6% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | +0.2% | +10.7% | -10.4% | -2.7% |
| 3M | -2.8% | +55.3% | -58.1% | -14.8% |
| 6M | +18.0% | +60.7% | -42.7% | +1.4% |
| YTD | +17.3% | +44.6% | -27.3% | +3.3% |
| 1Y | +25.6% | +77.7% | -52.2% | +3.4% |
| 3Y | +93.7% | +37.6% | +56.1% | +62.6% |
| 5Y | +94.2% | -35.8% | +130.0% | +98.7% |
| 10Y | +557.9% | +241.7% | +316.1% | +307.1% |
| All | +832.5% | +1,379.5% | -547.0% | +334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling