-33.5%
QS vs CRL
+97.9%
-131.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.3% | -4.8% |
| 7D | -14.0% | +0.1% | -14.2% | -14.0% |
| 30D | -6.4% | +11.9% | -18.3% | -11.5% |
| 3M | -40.3% | +20.2% | -60.4% | -45.5% |
| 6M | -57.5% | +107.5% | -165.0% | -70.3% |
| YTD | -64.7% | +69.4% | -134.1% | -73.3% |
| 1Y | -72.9% | +99.7% | -172.6% | -81.3% |
| 3Y | -33.5% | +98.8% | -132.2% | -62.0% |
| All | -33.5% | +97.9% | -131.4% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling