-40.1%
CLF vs QQQI
+57.7%
-97.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +0.7% |
| 7D | -3.5% | -0.3% | -3.2% | -3.0% |
| 30D | -1.6% | -0.3% | -1.3% | -1.1% |
| 3M | -12.0% | +1.3% | -13.4% | -14.7% |
| 6M | +30.0% | +11.5% | +18.5% | +9.8% |
| YTD | -9.2% | +11.3% | -20.5% | -23.2% |
| 1Y | +2.3% | +16.9% | -14.6% | -18.6% |
| All | -40.1% | +57.7% | -97.8% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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