-47.7%
QS vs CRL
+26.4%
-74.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | +0.3% |
| 7D | -5.0% | -6.9% | +2.0% | -1.1% |
| 30D | -18.3% | -3.2% | -15.1% | -16.9% |
| 3M | -26.0% | +46.5% | -72.5% | -41.6% |
| 6M | -24.0% | +63.1% | -87.2% | -45.0% |
| YTD | -50.3% | +36.9% | -87.1% | -60.3% |
| 1Y | -38.0% | +78.1% | -116.1% | -58.3% |
| 3Y | -24.6% | +36.7% | -61.3% | -44.0% |
| 5Y | -75.4% | -38.1% | -37.3% | -74.9% |
| All | -47.7% | +26.4% | -74.1% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling