-52.8%
CLX vs QS
-46.4%
-6.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.1% | -1.1% |
| 7D | -5.7% | -3.6% | -2.0% | -5.7% |
| 30D | -17.0% | -17.2% | +0.2% | -17.0% |
| 3M | -9.7% | -27.0% | +17.3% | -9.6% |
| 6M | -19.8% | -24.6% | +4.7% | -19.8% |
| YTD | -9.8% | -49.3% | +39.5% | -9.7% |
| 1Y | -26.2% | -40.3% | +14.2% | -26.1% |
| 3Y | -36.2% | -23.8% | -12.4% | -36.4% |
| 5Y | -38.3% | -75.0% | +36.6% | -38.8% |
| All | -52.8% | -46.4% | -6.4% | -50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling