+1,564.8%
QQQ vs CRS
+6,436.8%
-4,872.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -0.6% | -18.1% | +17.5% | +4.3% |
| 3M | +1.3% | -12.4% | +13.7% | +4.3% |
| 6M | +18.1% | +15.9% | +2.2% | +12.6% |
| YTD | +16.9% | +45.8% | -28.9% | +4.5% |
| 1Y | +24.0% | +87.8% | -63.8% | +2.8% |
| 3Y | +95.6% | +648.7% | -553.1% | +9.7% |
| 5Y | +94.5% | +1,416.6% | -1,322.1% | -12.7% |
| 10Y | +571.7% | +1,412.7% | -841.0% | +159.0% |
| All | +1,564.8% | +6,436.8% | -4,872.0% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling