+204.1%
QSR vs CRL
+360.1%
-155.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.3% |
| 7D | +2.4% | -1.0% | +3.5% | +2.7% |
| 30D | +7.6% | +10.7% | -3.0% | +4.9% |
| 3M | +12.6% | +55.3% | -42.7% | +0.3% |
| 6M | +14.4% | +60.7% | -46.3% | 0.0% |
| YTD | +19.6% | +44.6% | -25.0% | +6.9% |
| 1Y | +33.9% | +77.7% | -43.9% | +12.5% |
| 3Y | +27.1% | +37.6% | -10.5% | +9.0% |
| 5Y | +48.5% | -35.8% | +84.4% | +60.7% |
| 10Y | +126.2% | +241.7% | -115.5% | +17.3% |
| All | +204.1% | +360.1% | -155.9% | +25.1% |
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 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