-5.6%
CLX vs QSR
+23.8%
-29.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +4.0% |
| 7D | +14.2% | +5.2% | +9.0% | +12.4% |
| 30D | +22.7% | +12.2% | +10.5% | +18.9% |
| 3M | -2.8% | +7.0% | -9.8% | -4.7% |
| 6M | +17.7% | -0.3% | +18.0% | +15.9% |
| YTD | +3.3% | +18.0% | -14.7% | -1.0% |
| 1Y | -5.6% | +22.6% | -28.3% | -9.9% |
| All | -5.6% | +23.8% | -29.5% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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