+77.7%
CLF vs QS
-56.5%
+134.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.5% | +1.2% |
| 7D | -19.6% | +5.4% | -25.0% | -20.1% |
| 30D | -5.0% | -5.3% | +0.3% | -4.6% |
| 3M | -6.3% | -22.6% | +16.3% | -3.8% |
| 6M | +2.8% | -46.2% | +48.9% | +9.4% |
| YTD | -13.7% | -58.9% | +45.2% | -5.7% |
| 1Y | +13.6% | -73.1% | +86.7% | +30.1% |
| 3Y | -34.0% | -27.2% | -6.8% | -37.4% |
| 5Y | -48.7% | -86.2% | +37.5% | -47.1% |
| All | +77.7% | -56.5% | +134.2% | +93.7% |
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