-60.8%
CLSK vs QID
-99.1%
+38.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.8% | +8.6% | +5.5% |
| 7D | +7.7% | +1.3% | +6.5% | +8.8% |
| 30D | +12.2% | +2.9% | +9.3% | +15.3% |
| 3M | -15.5% | -0.7% | -14.7% | -12.7% |
| 6M | +39.3% | -29.7% | +69.0% | +18.8% |
| YTD | +35.1% | -27.9% | +62.9% | +19.7% |
| 1Y | +34.0% | -34.6% | +68.6% | +15.4% |
| 3Y | +226.3% | -73.5% | +299.8% | +107.6% |
| 5Y | +6.4% | -81.0% | +87.4% | -24.2% |
| All | -60.8% | -99.1% | +38.3% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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