+1,753.0%
CLS vs QLD
+1,405.2%
+347.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.8% | +1.1% | +4.0% |
| 7D | -10.6% | -1.4% | -9.1% | -9.6% |
| 30D | -38.4% | -19.6% | -18.9% | -29.7% |
| 3M | -29.9% | -14.1% | -15.7% | -22.5% |
| 6M | -40.6% | -13.6% | -27.0% | -33.9% |
| YTD | -24.6% | +12.5% | -37.1% | -26.8% |
| 1Y | -30.8% | +13.1% | -43.9% | -32.3% |
| 3Y | +811.7% | +154.7% | +657.0% | +543.6% |
| 5Y | +1,838.4% | +81.1% | +1,757.4% | +1,364.8% |
| All | +1,753.0% | +1,405.2% | +347.8% | +472.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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