+1,450.1%
QLD vs CLX
+26.5%
+1,423.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -3.8% | +13.6% | -17.4% | -7.2% |
| 30D | -20.5% | +29.1% | -49.6% | -26.3% |
| 3M | -14.6% | +1.6% | -16.2% | -15.2% |
| 6M | -14.7% | +18.7% | -33.4% | -19.8% |
| YTD | +11.2% | +11.1% | +0.1% | +5.9% |
| 1Y | +7.1% | +7.0% | +0.1% | +3.2% |
| 3Y | +141.1% | -10.0% | +151.1% | +140.4% |
| 5Y | +84.3% | -22.6% | +106.9% | +88.9% |
| 10Y | +1,450.1% | +29.3% | +1,420.7% | +1,124.6% |
| All | +1,450.1% | +26.5% | +1,423.5% | +1,124.6% |
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