-3.3%
CLX vs QID
-99.1%
+95.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.3% | -0.7% |
| 7D | -5.9% | +2.7% | -8.6% | -5.6% |
| 30D | -17.0% | +3.3% | -20.4% | -16.8% |
| 3M | -9.6% | -5.5% | -4.1% | -9.9% |
| 6M | -21.5% | -28.4% | +6.9% | -23.7% |
| YTD | -8.8% | -26.6% | +17.7% | -11.1% |
| 1Y | -24.7% | -34.1% | +9.5% | -27.3% |
| 3Y | -35.6% | -73.7% | +38.1% | -42.7% |
| 5Y | -37.6% | -80.7% | +43.0% | -44.9% |
| All | -3.3% | -99.1% | +95.9% | -44.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling