+90.1%
CLF vs QS
-53.6%
+143.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.8% | +0.2% | +6.2% |
| 7D | -14.1% | +13.7% | -27.8% | -15.4% |
| 30D | -5.5% | -0.2% | -5.3% | -5.8% |
| 3M | 0.0% | -24.8% | +24.8% | +3.1% |
| 6M | +11.3% | -39.4% | +50.6% | +16.7% |
| YTD | -7.7% | -56.1% | +48.5% | +0.1% |
| 1Y | +17.5% | -72.5% | +90.0% | +34.3% |
| 3Y | -25.4% | -16.3% | -9.1% | -30.4% |
| 5Y | -46.0% | -87.6% | +41.6% | -44.2% |
| All | +90.1% | -53.6% | +143.7% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling