+1,914.6%
CLS vs QLD
+1,468.8%
+445.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.0% |
| 7D | +16.3% | +7.0% | +9.3% | +12.1% |
| 30D | -25.7% | -14.3% | -11.3% | -18.2% |
| 3M | -30.9% | -16.0% | -14.9% | -22.6% |
| 6M | -35.5% | -14.2% | -21.3% | -27.8% |
| YTD | -18.7% | +12.8% | -31.5% | -21.0% |
| 1Y | -17.9% | +14.1% | -32.0% | -20.2% |
| 3Y | +838.1% | +146.0% | +692.1% | +572.3% |
| 5Y | +1,971.9% | +82.0% | +1,889.9% | +1,464.2% |
| All | +1,914.6% | +1,468.8% | +445.8% | +513.3% |
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