+1,315.8%
QLD vs CLF
+101.4%
+1,214.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -12.2% | -0.5% | -9.1% |
| 7D | -18.6% | -21.0% | +2.4% | -12.8% |
| 30D | -28.3% | -8.0% | -20.3% | -26.9% |
| 3M | -20.4% | -10.9% | -9.5% | -18.6% |
| 6M | -14.3% | +5.8% | -20.1% | -18.1% |
| YTD | +2.8% | -15.1% | +17.9% | +2.6% |
| 1Y | -1.2% | +7.2% | -8.5% | -8.3% |
| 3Y | +135.3% | -34.2% | +169.5% | +130.5% |
| 5Y | +62.6% | -49.6% | +112.2% | +66.7% |
| All | +1,315.8% | +101.4% | +1,214.4% | +780.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling