+139.4%
QLD vs CLF
-33.4%
+172.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.9% | +2.1% |
| 7D | -10.3% | -19.6% | +9.3% | -5.1% |
| 30D | -26.1% | -5.0% | -21.1% | -25.4% |
| 3M | -17.8% | -6.3% | -11.5% | -17.2% |
| 6M | -15.6% | +2.8% | -18.3% | -17.9% |
| YTD | +5.4% | -13.7% | +19.1% | +5.0% |
| 1Y | +5.2% | +13.6% | -8.3% | -3.1% |
| 3Y | +139.4% | -34.0% | +173.4% | +129.4% |
| All | +139.4% | -33.4% | +172.9% | +129.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling