-22.8%
QCLN vs SPY
+82.3%
-105.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +0.6% |
| 7D | +0.1% | -0.8% | +0.9% | +1.4% |
| 30D | -6.8% | -1.1% | -5.7% | -5.1% |
| 3M | -18.2% | +3.9% | -22.0% | -22.4% |
| 6M | +3.0% | +13.6% | -10.6% | -14.4% |
| YTD | +11.0% | +12.7% | -1.7% | -6.2% |
| 1Y | +29.0% | +17.5% | +11.5% | +2.9% |
| 3Y | +8.8% | +76.9% | -68.1% | -53.9% |
| All | -22.8% | +82.3% | -105.1% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling