-36.2%
CLX vs QSR
+25.8%
-62.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.3% |
| 7D | -5.7% | -4.0% | -1.7% | -4.8% |
| 30D | -17.0% | +2.8% | -19.8% | -17.6% |
| 3M | -9.7% | +5.1% | -14.8% | -10.7% |
| 6M | -19.8% | +8.8% | -28.6% | -21.6% |
| YTD | -9.8% | +14.8% | -24.7% | -13.1% |
| 1Y | -26.2% | +25.7% | -51.9% | -30.4% |
| 3Y | -36.2% | +27.5% | -63.7% | -42.6% |
| All | -36.2% | +25.8% | -62.0% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling