+58.2%
QQQI vs CRL
+24.2%
+34.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | -0.3% | -3.5% | +3.2% | +0.1% |
| 30D | -0.3% | -2.1% | +1.9% | 0.0% |
| 3M | +1.3% | +48.0% | -46.6% | -4.3% |
| 6M | +11.5% | +64.7% | -53.3% | +3.1% |
| YTD | +11.3% | +39.5% | -28.2% | +5.2% |
| 1Y | +16.9% | +74.2% | -57.3% | +6.5% |
| All | +58.2% | +24.2% | +34.0% | +48.0% |
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