+2,029.3%
CLS vs QLD
+1,508.4%
+521.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.9% |
| 7D | +23.5% | +12.5% | +11.0% | +15.6% |
| 30D | -28.9% | -15.7% | -13.2% | -21.0% |
| 3M | -25.2% | -11.9% | -13.3% | -18.5% |
| 6M | -32.1% | -10.3% | -21.8% | -26.0% |
| YTD | -14.1% | +15.6% | -29.7% | -17.7% |
| 1Y | -24.1% | +12.1% | -36.2% | -25.5% |
| 3Y | +897.0% | +150.7% | +746.3% | +605.7% |
| 5Y | +2,089.9% | +86.6% | +2,003.3% | +1,528.9% |
| All | +2,029.3% | +1,508.4% | +521.0% | +538.7% |
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