+87.4%
CLF vs QS
-47.0%
+134.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.6% | +5.0% | -0.8% |
| 7D | -2.7% | -4.2% | +1.6% | -2.2% |
| 30D | -3.2% | -15.7% | +12.5% | -1.3% |
| 3M | -5.0% | -28.7% | +23.7% | -1.9% |
| 6M | +26.6% | -23.2% | +49.8% | +29.3% |
| YTD | -9.0% | -49.9% | +40.9% | -2.6% |
| 1Y | +11.8% | -38.8% | +50.6% | +15.8% |
| 3Y | -15.1% | -24.0% | +8.9% | -20.1% |
| 5Y | -48.2% | -75.6% | +27.4% | -48.6% |
| All | +87.4% | -47.0% | +134.4% | +100.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling