+14.7%
QLD vs CLF
+12.5%
+2.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.2% | +11.1% | +3.7% |
| 7D | -9.4% | -7.9% | -1.5% | -8.0% |
| 30D | -17.1% | +5.2% | -22.3% | -18.4% |
| 3M | -10.4% | +4.3% | -14.7% | -12.1% |
| 6M | +0.7% | +25.3% | -24.5% | -4.8% |
| YTD | +17.7% | -3.3% | +21.1% | +11.2% |
| 1Y | +14.7% | +20.2% | -5.6% | -0.7% |
| All | +14.7% | +12.5% | +2.1% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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