+523.8%
QQQ vs CLF
+82.3%
+441.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.4% |
| 7D | -1.5% | -9.1% | +7.5% | -0.3% |
| 30D | -10.2% | -0.9% | -9.3% | -10.4% |
| 3M | -6.3% | +3.0% | -9.3% | -7.4% |
| 6M | -4.9% | +16.7% | -21.6% | -8.6% |
| YTD | +10.2% | -3.2% | +13.4% | +7.7% |
| 1Y | +8.8% | +24.6% | -15.8% | +2.2% |
| 3Y | +81.4% | -22.3% | +103.7% | +73.3% |
| 5Y | +78.5% | -41.2% | +119.7% | +72.5% |
| 10Y | +523.8% | +83.5% | +440.3% | +362.7% |
| All | +523.8% | +82.3% | +441.5% | +362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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