-38.9%
CLF vs QQQI
+58.1%
-97.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.5% |
| 7D | +6.5% | +1.3% | +5.2% | +4.5% |
| 30D | +0.2% | +0.2% | 0.0% | 0.0% |
| 3M | -3.1% | +1.5% | -4.6% | -6.1% |
| 6M | +25.0% | +13.2% | +11.8% | +3.0% |
| YTD | -7.5% | +11.6% | -19.0% | -22.0% |
| 1Y | +11.5% | +18.0% | -6.5% | -12.5% |
| All | -38.9% | +58.1% | -97.0% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling