+1,351.8%
QLD vs CLX
+19.4%
+1,332.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.3% | +2.5% |
| 7D | -10.3% | +13.6% | -23.9% | -13.5% |
| 30D | -26.1% | +23.4% | -49.4% | -30.6% |
| 3M | -17.8% | -2.8% | -14.9% | -17.3% |
| 6M | -15.6% | +14.0% | -29.5% | -19.8% |
| YTD | +5.4% | +4.2% | +1.2% | +2.2% |
| 1Y | +5.2% | -1.2% | +6.4% | +3.7% |
| 3Y | +139.4% | -12.7% | +152.1% | +139.9% |
| 5Y | +66.7% | -26.5% | +93.2% | +73.0% |
| All | +1,351.8% | +19.4% | +1,332.4% | +1,061.1% |
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