+1,628.1%
CLS vs QLD
+1,375.1%
+253.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -1.0% |
| 7D | -22.2% | -10.3% | -11.9% | -17.0% |
| 30D | -44.4% | -26.1% | -18.3% | -33.4% |
| 3M | -34.3% | -17.8% | -16.5% | -25.6% |
| 6M | -50.1% | -15.6% | -34.5% | -43.7% |
| YTD | -30.1% | +5.4% | -35.5% | -29.5% |
| 1Y | -39.3% | +5.2% | -44.6% | -38.2% |
| 3Y | +732.7% | +139.4% | +593.3% | +509.0% |
| 5Y | +1,777.2% | +66.7% | +1,710.5% | +1,381.3% |
| All | +1,628.1% | +1,375.1% | +253.0% | +472.0% |
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