-33.6%
CLX vs QID
-74.5%
+40.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -3.5% | -2.7% | -0.8% | -3.6% |
| 30D | -11.9% | +1.8% | -13.7% | -11.8% |
| 3M | -2.6% | -2.2% | -0.5% | -2.6% |
| 6M | -18.2% | -32.1% | +14.0% | -19.6% |
| YTD | -5.9% | -28.6% | +22.7% | -7.4% |
| 1Y | -23.8% | -36.3% | +12.5% | -25.5% |
| 3Y | -33.6% | -74.4% | +40.8% | -42.5% |
| All | -33.6% | -74.5% | +40.9% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling