-4.4%
CLX vs QSR
+135.2%
-139.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.2% |
| 7D | -5.7% | -4.0% | -1.7% | -5.4% |
| 30D | -17.0% | +2.8% | -19.8% | -17.2% |
| 3M | -9.7% | +5.1% | -14.8% | -10.0% |
| 6M | -19.8% | +8.8% | -28.6% | -20.3% |
| YTD | -9.8% | +14.8% | -24.7% | -10.7% |
| 1Y | -26.2% | +25.7% | -51.9% | -27.3% |
| 3Y | -36.2% | +27.5% | -63.7% | -37.2% |
| 5Y | -38.3% | +41.3% | -79.6% | -39.6% |
| All | -4.4% | +135.2% | -139.6% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling