-20.4%
CLS vs Q
+68.3%
-88.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -2.7% |
| 7D | +16.3% | +1.2% | +15.1% | +15.3% |
| 30D | -25.7% | -2.7% | -23.0% | -23.6% |
| 3M | -30.9% | -16.9% | -13.9% | -20.4% |
| 6M | -35.5% | -26.9% | -8.6% | -19.7% |
| YTD | -18.7% | +45.2% | -63.9% | -36.3% |
| 1Y | -17.9% | +38.1% | -56.0% | -31.8% |
| All | -20.4% | +68.3% | -88.7% | -28.9% |
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