+31.8%
CLX vs QID
-99.0%
+130.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +1.4% |
| 7D | +9.5% | -7.1% | +16.7% | +8.8% |
| 30D | +30.7% | +12.6% | +18.1% | +32.3% |
| 3M | +4.2% | +14.2% | -10.0% | +5.7% |
| 6M | +22.1% | +6.2% | +15.9% | +23.3% |
| YTD | +14.1% | -21.8% | +35.9% | +12.1% |
| 1Y | +10.3% | -23.1% | +33.4% | +8.2% |
| 3Y | -7.8% | -71.3% | +63.5% | -17.1% |
| 5Y | -20.8% | -77.0% | +56.1% | -28.6% |
| All | +31.8% | -99.0% | +130.8% | -23.1% |
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