+1.6%
QCLN vs SPY
+14.6%
-13.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -4.5% |
| 7D | +0.2% | -0.7% | +0.9% | +1.9% |
| 30D | -9.9% | -1.0% | -8.9% | -7.4% |
| 3M | -13.6% | -0.3% | -13.3% | -12.5% |
| 6M | -22.9% | +7.3% | -30.2% | -32.8% |
| YTD | +1.3% | +13.3% | -12.0% | -21.0% |
| 1Y | +1.6% | +14.8% | -13.2% | -23.0% |
| All | +1.6% | +14.6% | -13.0% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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