+1,418.0%
QLD vs CLF
+92.7%
+1,325.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.0% | -0.2% | +4.7% |
| 7D | -1.4% | -14.1% | +12.7% | +3.1% |
| 30D | -19.6% | -5.5% | -14.0% | -18.6% |
| 3M | -14.1% | 0.0% | -14.1% | -15.1% |
| 6M | -13.6% | +11.3% | -24.9% | -18.7% |
| YTD | +12.5% | -7.7% | +20.2% | +9.7% |
| 1Y | +13.1% | +17.5% | -4.4% | +2.2% |
| 3Y | +154.7% | -25.4% | +180.1% | +140.4% |
| 5Y | +81.1% | -46.0% | +127.0% | +82.0% |
| 10Y | +1,418.0% | +80.1% | +1,337.9% | +820.9% |
| All | +1,418.0% | +92.7% | +1,325.3% | +820.9% |
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