-40.3%
CLX vs QS
-62.6%
+22.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.3% | +1.2% |
| 7D | +9.5% | -14.0% | +23.5% | +9.6% |
| 30D | +30.7% | -6.4% | +37.1% | +30.7% |
| 3M | +4.2% | -40.3% | +44.5% | +4.5% |
| 6M | +22.1% | -57.5% | +79.6% | +22.5% |
| YTD | +14.1% | -64.7% | +78.8% | +14.4% |
| 1Y | +10.3% | -72.9% | +83.2% | +10.7% |
| 3Y | -7.8% | -33.5% | +25.7% | -7.9% |
| 5Y | -20.8% | -90.5% | +69.7% | -21.7% |
| All | -40.3% | -62.6% | +22.3% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling