+542.4%
QQQ vs CLF
+80.0%
+462.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +6.4% | +16.0% | -9.6% | +4.0% |
| 30D | -7.5% | +1.6% | -9.1% | -8.0% |
| 3M | -4.8% | +6.7% | -11.5% | -6.4% |
| 6M | -2.5% | +21.1% | -23.6% | -6.7% |
| YTD | +12.4% | -1.6% | +14.0% | +9.6% |
| 1Y | +11.3% | +18.5% | -7.2% | +5.4% |
| 3Y | +85.0% | -21.0% | +106.0% | +76.3% |
| 5Y | +79.6% | -41.4% | +121.0% | +73.7% |
| All | +542.4% | +80.0% | +462.5% | +375.2% |
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