-36.8%
CLX vs QS
-74.8%
+38.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.6% | +4.5% | -2.1% |
| 7D | -4.9% | -4.2% | -0.7% | -4.9% |
| 30D | -15.8% | -15.7% | -0.1% | -15.6% |
| 3M | -7.9% | -28.7% | +20.8% | -7.6% |
| 6M | -19.0% | -23.2% | +4.2% | -18.9% |
| YTD | -7.9% | -49.9% | +42.0% | -7.4% |
| 1Y | -25.4% | -38.8% | +13.4% | -25.3% |
| 3Y | -35.0% | -24.0% | -11.0% | -36.0% |
| 5Y | -36.8% | -75.6% | +38.8% | -37.9% |
| All | -36.8% | -74.8% | +38.0% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling