+9.3%
CLS vs Q
+75.3%
-66.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.3% | +4.0% |
| 7D | +12.8% | +6.7% | +6.0% | +7.8% |
| 30D | +3.8% | -10.6% | +14.4% | +12.2% |
| 3M | -14.6% | -14.6% | 0.0% | -5.6% |
| 6M | +32.2% | +12.1% | +20.2% | +21.6% |
| YTD | +11.6% | +51.3% | -39.6% | -16.1% |
| All | +9.3% | +75.3% | -66.0% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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