-44.6%
QS vs CRL
+33.6%
-78.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +1.5% |
| 7D | -2.3% | -1.0% | -1.3% | -1.8% |
| 30D | -0.7% | +10.7% | -11.4% | -6.2% |
| 3M | -39.6% | +55.3% | -94.9% | -53.8% |
| 6M | -21.7% | +60.7% | -82.4% | -42.7% |
| YTD | -47.4% | +44.6% | -92.0% | -59.2% |
| 1Y | -28.4% | +77.7% | -106.1% | -51.6% |
| 3Y | -22.6% | +37.6% | -60.2% | -42.3% |
| 5Y | -75.6% | -35.8% | -39.8% | -75.8% |
| All | -44.6% | +33.6% | -78.2% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling