-17.9%
CLS vs QLD
+10.7%
-28.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -2.5% |
| 7D | +16.3% | +7.0% | +9.3% | +7.8% |
| 30D | -25.7% | -14.3% | -11.3% | -10.6% |
| 3M | -30.9% | -16.0% | -14.9% | -14.4% |
| 6M | -35.5% | -14.2% | -21.3% | -21.6% |
| YTD | -18.7% | +12.8% | -31.5% | -29.7% |
| 1Y | -17.9% | +14.1% | -32.0% | -29.6% |
| All | -17.9% | +10.7% | -28.6% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling