+728.5%
CLS vs QLD
+134.4%
+594.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -12.7% | -0.3% | +0.5% |
| 7D | -27.3% | -18.6% | -8.7% | -9.7% |
| 30D | -47.0% | -28.3% | -18.8% | -24.2% |
| 3M | -43.3% | -20.4% | -22.9% | -26.9% |
| 6M | -50.8% | -14.3% | -36.5% | -41.4% |
| YTD | -30.4% | +2.8% | -33.2% | -31.1% |
| 1Y | -41.7% | -1.2% | -40.5% | -39.0% |
| All | +728.5% | +134.4% | +594.2% | +298.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling