-35.3%
CLS vs QLD
+9.9%
-45.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.8% | +1.1% | -0.1% |
| 7D | -10.6% | -1.4% | -9.1% | -9.4% |
| 30D | -38.4% | -19.6% | -18.9% | -19.9% |
| 3M | -29.9% | -14.1% | -15.7% | -15.1% |
| 6M | -40.6% | -13.6% | -27.0% | -28.6% |
| YTD | -24.6% | +12.5% | -37.1% | -35.8% |
| All | -35.3% | +9.9% | -45.2% | -38.5% |
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