-24.7%
CLX vs QS
-39.8%
+15.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.9% |
| 7D | -5.9% | -5.0% | -0.9% | -5.8% |
| 30D | -17.0% | -18.3% | +1.3% | -17.0% |
| 3M | -9.6% | -26.0% | +16.4% | -9.7% |
| 6M | -21.5% | -24.0% | +2.5% | -21.8% |
| YTD | -8.8% | -50.3% | +41.5% | -9.6% |
| 1Y | -24.7% | -38.0% | +13.3% | -22.1% |
| All | -24.7% | -39.8% | +15.1% | -22.1% |
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