+1,767.8%
CLS vs QLD
+61.4%
+1,706.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -12.7% | -0.3% | -3.6% |
| 7D | -27.3% | -18.6% | -8.7% | -15.2% |
| 30D | -47.0% | -28.3% | -18.8% | -31.7% |
| 3M | -43.3% | -20.4% | -22.9% | -31.9% |
| 6M | -50.8% | -14.3% | -36.5% | -43.5% |
| YTD | -30.4% | +2.8% | -33.2% | -29.0% |
| 1Y | -41.7% | -1.2% | -40.5% | -38.2% |
| 3Y | +701.4% | +135.3% | +566.1% | +451.9% |
| 5Y | +1,767.8% | +62.6% | +1,705.2% | +1,213.3% |
| All | +1,767.8% | +61.4% | +1,706.4% | +1,213.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling