+25.7%
QSR vs CRL
+80.5%
-54.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -4.0% | -3.5% | -0.5% | -3.7% |
| 30D | +2.8% | -2.1% | +4.9% | +2.9% |
| 3M | +5.1% | +48.0% | -42.9% | +1.9% |
| 6M | +8.8% | +64.7% | -55.9% | +4.5% |
| YTD | +14.8% | +39.5% | -24.7% | +10.8% |
| 1Y | +25.7% | +74.2% | -48.5% | +18.1% |
| All | +25.7% | +80.5% | -54.8% | +18.1% |
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