-2.4%
CLX vs QID
-99.2%
+96.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.1% |
| 7D | -4.9% | -1.9% | -3.0% | -5.1% |
| 30D | -15.8% | +1.7% | -17.5% | -15.7% |
| 3M | -7.9% | -3.9% | -4.0% | -8.1% |
| 6M | -19.0% | -30.0% | +10.9% | -21.5% |
| YTD | -7.9% | -28.2% | +20.3% | -10.4% |
| 1Y | -25.4% | -35.6% | +10.3% | -28.1% |
| 3Y | -35.0% | -74.3% | +39.3% | -42.3% |
| 5Y | -36.8% | -80.8% | +44.1% | -44.2% |
| All | -2.4% | -99.2% | +96.8% | -44.0% |
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