+90.5%
CLF vs QS
-43.2%
+133.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -1.9% |
| 7D | +6.5% | +2.2% | +4.3% | +6.2% |
| 30D | +0.2% | -8.1% | +8.3% | +1.2% |
| 3M | -3.1% | -27.0% | +23.9% | -0.2% |
| 6M | +25.0% | -16.4% | +41.5% | +26.4% |
| YTD | -7.5% | -46.4% | +38.9% | -1.7% |
| 1Y | +11.5% | -41.1% | +52.6% | +15.8% |
| 3Y | -13.7% | -18.6% | +4.9% | -19.4% |
| 5Y | -47.0% | -73.0% | +26.1% | -47.9% |
| All | +90.5% | -43.2% | +133.8% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling