-22.6%
CLX vs QSR
+53.9%
-76.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +9.5% | -2.9% | +12.4% | +10.3% |
| 30D | +30.7% | +4.1% | +26.5% | +29.5% |
| 3M | +4.2% | -0.7% | +4.9% | +4.3% |
| 6M | +22.1% | +0.4% | +21.7% | +21.8% |
| YTD | +14.1% | +13.5% | +0.6% | +10.6% |
| 1Y | +10.3% | +11.0% | -0.7% | +7.5% |
| 3Y | -7.8% | +22.0% | -29.8% | -12.7% |
| All | -22.6% | +53.9% | -76.5% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling