+133.5%
QLD vs CLF
-34.5%
+168.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -12.2% | -0.5% | -9.6% |
| 7D | -18.6% | -21.0% | +2.4% | -13.5% |
| 30D | -28.3% | -8.0% | -20.3% | -27.0% |
| 3M | -20.4% | -10.9% | -9.5% | -18.8% |
| 6M | -14.3% | +5.8% | -20.1% | -17.3% |
| YTD | +2.8% | -15.1% | +17.9% | +2.8% |
| 1Y | -1.2% | +7.2% | -8.5% | -7.6% |
| All | +133.5% | -34.5% | +168.0% | +124.7% |
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 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