-5.6%
CLX vs QS
-71.4%
+65.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.5% | -1.8% | +5.3% |
| 7D | +14.2% | +4.5% | +9.7% | +13.9% |
| 30D | +22.7% | -4.1% | +26.8% | +22.5% |
| 3M | -2.8% | -22.1% | +19.4% | -2.4% |
| 6M | +17.7% | -38.4% | +56.1% | +17.2% |
| YTD | +3.3% | -57.5% | +60.8% | +2.9% |
| 1Y | -5.6% | -71.3% | +65.7% | -4.9% |
| All | -5.6% | -71.4% | +65.8% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling