+116.3%
CLF vs QID
-99.1%
+215.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.5% |
| 7D | +6.5% | -2.7% | +9.2% | +4.9% |
| 30D | +0.2% | +1.8% | -1.5% | +1.5% |
| 3M | -3.1% | -2.2% | -0.9% | -2.7% |
| 6M | +25.0% | -32.1% | +57.2% | +5.1% |
| YTD | -7.5% | -28.6% | +21.1% | -19.4% |
| 1Y | +11.5% | -36.3% | +47.8% | -6.4% |
| 3Y | -13.7% | -74.4% | +60.7% | -48.3% |
| 5Y | -47.0% | -80.8% | +33.8% | -66.2% |
| 10Y | +116.3% | -99.1% | +215.4% | -67.4% |
| All | +116.3% | -99.1% | +215.4% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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