-37.2%
CLF vs QQQI
+51.3%
-88.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -1.8% |
| 7D | +10.4% | +3.3% | +7.0% | +5.4% |
| 30D | +0.6% | -5.8% | +6.4% | +10.0% |
| 3M | +4.1% | -5.0% | +9.1% | +12.6% |
| 6M | +15.1% | -3.2% | +18.3% | +20.1% |
| YTD | -4.7% | +6.8% | -11.5% | -14.2% |
| 1Y | +20.4% | +9.0% | +11.4% | +5.1% |
| All | -37.2% | +51.3% | -88.5% | -60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling