-47.3%
CLF vs QSR
+45.8%
-93.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.4% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | +0.2% | +5.9% | -5.7% | -3.2% |
| 3M | -3.1% | +10.5% | -13.5% | -8.8% |
| 6M | +25.0% | +7.7% | +17.3% | +17.4% |
| YTD | -7.5% | +16.8% | -24.2% | -17.3% |
| 1Y | +11.5% | +30.9% | -19.4% | -8.3% |
| 3Y | -13.7% | +28.2% | -41.9% | -29.8% |
| All | -47.3% | +45.8% | -93.1% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling