-16.7%
CLF vs QID
-100.0%
+83.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.5% |
| 7D | +7.6% | -0.6% | +8.2% | +7.1% |
| 30D | -1.2% | 0.0% | -1.2% | -0.9% |
| 3M | -13.4% | +3.7% | -17.1% | -9.1% |
| 6M | +15.4% | -29.9% | +45.3% | -6.2% |
| YTD | -5.9% | -28.8% | +22.9% | -22.2% |
| 1Y | +18.8% | -37.2% | +56.0% | -7.5% |
| 3Y | -19.4% | -73.7% | +54.3% | -60.2% |
| 5Y | -47.7% | -80.7% | +33.0% | -73.4% |
| 10Y | +130.4% | -99.1% | +229.5% | -85.5% |
| All | -16.7% | -100.0% | +83.3% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling