+7,256.1%
QLD vs CLX
+209.6%
+7,046.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.5% | -13.3% | -13.0% |
| 7D | -18.6% | +12.4% | -31.0% | -24.2% |
| 30D | -28.3% | +21.1% | -49.4% | -36.5% |
| 3M | -20.4% | -3.3% | -17.1% | -19.6% |
| 6M | -14.3% | +18.8% | -33.1% | -25.4% |
| YTD | +2.8% | +3.9% | -1.1% | -4.4% |
| 1Y | -1.2% | -3.8% | +2.6% | -3.8% |
| 3Y | +135.3% | -10.5% | +145.8% | +127.1% |
| 5Y | +62.6% | -26.7% | +89.2% | +69.2% |
| 10Y | +1,384.3% | +19.9% | +1,364.4% | +680.0% |
| All | +7,256.1% | +209.6% | +7,046.5% | +1,025.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling