+183.6%
CLX vs QID
-100.0%
+283.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.4% |
| 7D | -9.2% | -0.6% | -8.6% | -9.3% |
| 30D | -11.0% | 0.0% | -11.0% | -11.0% |
| 3M | +5.0% | +3.7% | +1.3% | +6.0% |
| 6M | -18.8% | -29.9% | +11.0% | -22.6% |
| YTD | -4.4% | -28.8% | +24.4% | -8.6% |
| 1Y | -21.9% | -37.2% | +15.3% | -26.6% |
| 3Y | -32.8% | -73.7% | +41.0% | -43.6% |
| 5Y | -34.6% | -80.7% | +46.2% | -45.4% |
| 10Y | -4.7% | -99.1% | +94.4% | -52.1% |
| All | +183.6% | -100.0% | +283.6% | -27.3% |
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