-75.4%
QS vs CRL
-38.6%
-36.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | +0.4% |
| 7D | -5.0% | -6.9% | +2.0% | -0.9% |
| 30D | -18.3% | -3.2% | -15.1% | -16.8% |
| 3M | -26.0% | +46.5% | -72.5% | -42.2% |
| 6M | -24.0% | +63.1% | -87.2% | -46.0% |
| YTD | -50.3% | +36.9% | -87.1% | -60.7% |
| 1Y | -38.0% | +78.1% | -116.1% | -59.2% |
| 3Y | -24.6% | +36.7% | -61.3% | -45.2% |
| 5Y | -75.4% | -38.1% | -37.3% | -71.9% |
| All | -75.4% | -38.6% | -36.8% | -71.9% |
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