-23.4%
CLF vs QID
-71.4%
+48.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -1.6% |
| 7D | +10.4% | -7.1% | +17.5% | +5.9% |
| 30D | +0.6% | +12.6% | -12.1% | +10.6% |
| 3M | +4.1% | +14.2% | -10.1% | +16.3% |
| 6M | +15.1% | +6.2% | +8.9% | +25.7% |
| YTD | -4.7% | -21.8% | +17.0% | -12.2% |
| 1Y | +20.4% | -23.1% | +43.5% | +10.4% |
| 3Y | -23.4% | -71.3% | +47.9% | -47.4% |
| All | -23.4% | -71.4% | +48.0% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling