+1,502.1%
QLD vs CLX
+32.0%
+1,470.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.6% | -2.8% |
| 7D | +7.0% | +9.5% | -2.5% | +4.3% |
| 30D | -14.3% | +30.7% | -45.0% | -20.8% |
| 3M | -16.0% | +4.2% | -20.2% | -17.2% |
| 6M | -14.2% | +22.1% | -36.4% | -20.0% |
| YTD | +12.8% | +14.1% | -1.3% | +6.6% |
| 1Y | +14.1% | +10.3% | +3.8% | +8.9% |
| 3Y | +146.0% | -7.8% | +153.8% | +143.6% |
| 5Y | +82.0% | -20.8% | +102.9% | +85.4% |
| All | +1,502.1% | +32.0% | +1,470.1% | +1,165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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