+95.7%
QQQ vs CRS
+1,363.4%
-1,267.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -0.6% | -6.8% | +6.2% | +1.0% |
| 30D | -1.2% | -16.1% | +14.9% | +2.7% |
| 3M | -0.2% | -21.2% | +21.0% | +5.0% |
| 6M | +17.9% | +8.7% | +9.2% | +14.7% |
| YTD | +16.6% | +41.0% | -24.3% | +6.4% |
| 1Y | +23.0% | +82.7% | -59.7% | +4.6% |
| 3Y | +92.9% | +604.8% | -511.8% | +15.2% |
| All | +95.7% | +1,363.4% | -1,267.7% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling