+133.1%
QSR vs CRL
+256.1%
-123.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.2% |
| 7D | -4.0% | -3.5% | -0.5% | -3.2% |
| 30D | +2.8% | -2.1% | +4.9% | +3.2% |
| 3M | +5.1% | +48.0% | -42.9% | -4.8% |
| 6M | +8.8% | +64.7% | -55.9% | -4.9% |
| YTD | +14.8% | +39.5% | -24.7% | +4.0% |
| 1Y | +25.7% | +74.2% | -48.5% | +6.9% |
| 3Y | +27.5% | +39.4% | -11.8% | +9.5% |
| 5Y | +41.3% | -36.9% | +78.2% | +54.5% |
| All | +133.1% | +256.1% | -123.0% | +27.5% |
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 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