-71.3%
QS vs CRL
+85.3%
-156.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -7.3% | +14.8% | +8.9% |
| 7D | +4.5% | -12.8% | +17.2% | +7.3% |
| 30D | -4.1% | +5.0% | -9.1% | -5.8% |
| 3M | -22.1% | +39.4% | -61.5% | -28.1% |
| 6M | -38.4% | +89.4% | -127.7% | -47.7% |
| YTD | -57.5% | +63.6% | -121.1% | -63.4% |
| 1Y | -71.3% | +83.5% | -154.8% | -74.3% |
| All | -71.3% | +85.3% | -156.7% | -74.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling