+28.3%
CLX vs QSR
+211.0%
-182.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.4% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -11.9% | +5.9% | -17.8% | -12.3% |
| 3M | -2.6% | +10.5% | -13.1% | -3.4% |
| 6M | -18.2% | +7.7% | -25.9% | -18.7% |
| YTD | -5.9% | +16.8% | -22.7% | -7.1% |
| 1Y | -23.8% | +30.9% | -54.7% | -25.5% |
| 3Y | -33.6% | +28.2% | -61.8% | -35.0% |
| 5Y | -35.7% | +45.0% | -80.7% | -37.6% |
| 10Y | -2.5% | +127.3% | -129.8% | -9.2% |
| All | +28.3% | +211.0% | -182.6% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling