+571.7%
QQQ vs CLF
+116.4%
+455.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | +1.0% | -2.7% | +3.7% | +1.4% |
| 30D | -0.6% | -3.2% | +2.6% | -0.3% |
| 3M | +1.3% | -5.0% | +6.3% | +1.3% |
| 6M | +18.1% | +26.6% | -8.5% | +12.7% |
| YTD | +16.9% | -9.0% | +25.8% | +16.0% |
| 1Y | +24.0% | +11.8% | +12.1% | +17.9% |
| 3Y | +95.6% | -15.1% | +110.7% | +85.3% |
| 5Y | +94.5% | -48.2% | +142.7% | +91.9% |
| 10Y | +571.7% | +127.6% | +444.1% | +393.6% |
| All | +571.7% | +116.4% | +455.3% | +393.6% |
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