+1,628.2%
QLD vs CLX
-4.4%
+1,632.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | +0.6% | -9.2% | +9.8% | +3.5% |
| 30D | -0.1% | -11.0% | +10.9% | +3.3% |
| 3M | -8.4% | +5.0% | -13.4% | -10.6% |
| 6M | +32.2% | -18.8% | +51.0% | +39.8% |
| YTD | +28.9% | -4.4% | +33.3% | +28.5% |
| 1Y | +43.8% | -21.9% | +65.7% | +53.1% |
| 3Y | +176.6% | -32.8% | +209.4% | +205.0% |
| 5Y | +121.6% | -34.6% | +156.1% | +139.5% |
| All | +1,628.2% | -4.4% | +1,632.7% | +1,472.7% |
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