+120.3%
CLF vs QSR
+133.7%
-13.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.7% |
| 7D | -3.7% | -4.7% | +1.0% | -0.6% |
| 30D | -4.7% | +4.3% | -9.0% | -7.6% |
| 3M | -4.7% | +5.4% | -10.1% | -8.6% |
| 6M | +24.0% | +8.2% | +15.9% | +15.1% |
| YTD | -10.9% | +14.1% | -25.0% | -20.2% |
| 1Y | +4.0% | +28.1% | -24.1% | -14.7% |
| 3Y | -16.9% | +25.3% | -42.2% | -32.1% |
| 5Y | -49.3% | +40.4% | -89.7% | -62.4% |
| All | +120.3% | +133.7% | -13.4% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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