+67.2%
QLD vs CLF
-51.2%
+118.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.9% | +2.0% |
| 7D | -10.3% | -19.6% | +9.3% | -3.8% |
| 30D | -26.1% | -5.0% | -21.1% | -25.3% |
| 3M | -17.8% | -6.3% | -11.5% | -17.2% |
| 6M | -15.6% | +2.8% | -18.3% | -19.0% |
| YTD | +5.4% | -13.7% | +19.1% | +4.4% |
| 1Y | +5.2% | +13.6% | -8.3% | -5.8% |
| 3Y | +139.4% | -34.0% | +173.4% | +133.9% |
| All | +67.2% | -51.2% | +118.4% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling