+1,312.5%
CLS vs QID
-74.5%
+1,387.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.4% | +5.9% |
| 7D | +12.8% | -2.7% | +15.5% | +9.8% |
| 30D | +3.8% | +1.8% | +2.0% | +6.9% |
| 3M | -14.6% | -2.2% | -12.5% | -11.5% |
| 6M | +32.2% | -32.1% | +64.4% | -0.7% |
| YTD | +11.6% | -28.6% | +40.2% | -10.0% |
| 1Y | +35.1% | -36.3% | +71.4% | +2.3% |
| 3Y | +1,312.5% | -74.4% | +1,386.9% | +566.5% |
| All | +1,312.5% | -74.5% | +1,387.0% | +566.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling