+121.0%
QLD vs CLF
-47.7%
+168.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | +0.6% | +7.6% | -7.0% | -1.9% |
| 30D | -0.1% | -1.2% | +1.1% | 0.0% |
| 3M | -8.4% | -13.4% | +5.0% | -5.3% |
| 6M | +32.2% | +15.4% | +16.8% | +23.0% |
| YTD | +28.9% | -5.9% | +34.8% | +25.7% |
| 1Y | +43.8% | +18.8% | +25.0% | +25.1% |
| 3Y | +176.6% | -19.4% | +196.0% | +151.6% |
| All | +121.0% | -47.7% | +168.8% | +130.1% |
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