+2,953.7%
CLS vs QID
-99.1%
+3,052.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -1.2% |
| 7D | +5.0% | +2.7% | +2.2% | +6.6% |
| 30D | +4.8% | +3.3% | +1.5% | +7.4% |
| 3M | -10.4% | -5.5% | -4.9% | -9.8% |
| 6M | +20.8% | -28.4% | +49.2% | +8.5% |
| YTD | +10.0% | -26.6% | +36.6% | +1.5% |
| 1Y | +28.5% | -34.1% | +62.7% | +15.6% |
| 3Y | +1,292.2% | -73.7% | +1,365.9% | +908.5% |
| 5Y | +3,616.8% | -80.7% | +3,697.5% | +2,676.1% |
| All | +2,953.7% | -99.1% | +3,052.9% | +898.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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