+20.2%
CLF vs QS
-71.4%
+91.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +7.5% | -16.7% | -10.4% |
| 7D | -7.9% | +4.5% | -12.4% | -8.6% |
| 30D | +5.2% | -4.1% | +9.4% | +5.9% |
| 3M | +4.3% | -22.1% | +26.4% | +9.1% |
| 6M | +25.3% | -38.4% | +63.7% | +37.1% |
| YTD | -3.3% | -57.5% | +54.2% | +15.4% |
| 1Y | +20.2% | -71.3% | +91.5% | +53.3% |
| All | +20.2% | -71.4% | +91.6% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling