-37.5%
QS vs CRL
+76.7%
-114.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.8% | -6.3% |
| 7D | -4.2% | -4.6% | +0.4% | -2.8% |
| 30D | -15.7% | +0.5% | -16.2% | -15.8% |
| 3M | -28.7% | +46.6% | -75.3% | -38.0% |
| 6M | -23.2% | +57.3% | -80.5% | -36.3% |
| YTD | -49.9% | +39.5% | -89.4% | -56.1% |
| All | -37.5% | +76.7% | -114.2% | -53.5% |
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