+891.5%
CLS vs QID
-72.1%
+963.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.0% | +5.1% |
| 7D | +23.5% | -11.8% | +35.3% | +9.1% |
| 30D | -28.9% | +14.2% | -43.2% | -14.0% |
| 3M | -25.2% | +8.8% | -33.9% | -12.4% |
| 6M | -32.1% | +1.5% | -33.6% | -20.5% |
| YTD | -14.1% | -23.8% | +9.7% | -21.4% |
| 1Y | -24.1% | -22.0% | -2.1% | -26.9% |
| All | +891.5% | -72.1% | +963.6% | +416.6% |
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