+96.6%
QQQ vs CLF
-14.9%
+111.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | +0.4% | +7.6% | -7.2% | -0.6% |
| 30D | +0.2% | -1.2% | +1.4% | +0.3% |
| 3M | -2.8% | -13.4% | +10.6% | -1.4% |
| 6M | +18.0% | +15.4% | +2.6% | +14.5% |
| YTD | +17.3% | -5.9% | +23.2% | +16.0% |
| 1Y | +25.6% | +18.8% | +6.8% | +18.5% |
| All | +96.6% | -14.9% | +111.5% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling