-34.0%
CLF vs QID
-70.5%
+36.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +0.1% |
| 7D | -19.6% | +9.4% | -29.0% | -14.1% |
| 30D | -5.0% | +31.2% | -36.2% | +14.3% |
| 3M | -6.3% | +17.4% | -23.7% | +5.9% |
| 6M | +2.8% | +8.4% | -5.6% | +13.2% |
| YTD | -13.7% | -15.8% | +2.1% | -17.1% |
| 1Y | +13.6% | -16.3% | +29.9% | +9.5% |
| 3Y | -34.0% | -70.4% | +36.4% | -53.2% |
| All | -34.0% | -70.5% | +36.5% | -53.2% |
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