+90.2%
CLF vs QSR
+218.5%
-128.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +7.6% | +2.4% | +5.1% | +6.0% |
| 30D | -1.2% | +7.6% | -8.8% | -6.0% |
| 3M | -13.4% | +12.6% | -26.0% | -20.2% |
| 6M | +15.4% | +14.4% | +1.0% | +3.6% |
| YTD | -5.9% | +19.6% | -25.5% | -17.7% |
| 1Y | +18.8% | +33.9% | -15.1% | -4.3% |
| 3Y | -19.4% | +27.1% | -46.5% | -33.9% |
| 5Y | -47.7% | +48.5% | -96.3% | -61.9% |
| 10Y | +130.4% | +126.2% | +4.2% | +23.8% |
| All | +90.2% | +218.5% | -128.3% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling