-61.9%
CLSK vs QID
-99.1%
+37.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.1% |
| 7D | +17.2% | -1.9% | +19.1% | +15.8% |
| 30D | +14.6% | +1.7% | +12.9% | +16.6% |
| 3M | -16.8% | -3.9% | -12.9% | -15.6% |
| 6M | +38.2% | -30.0% | +68.2% | +17.3% |
| YTD | +31.2% | -28.2% | +59.4% | +15.7% |
| 1Y | +37.3% | -35.6% | +73.0% | +16.7% |
| 3Y | +201.8% | -74.3% | +276.1% | +88.4% |
| 5Y | -1.6% | -80.8% | +79.3% | -29.9% |
| All | -61.9% | -99.1% | +37.2% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling