+94.4%
QQQ vs CLF
-48.3%
+142.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | +1.5% | +6.5% | -5.0% | +0.4% |
| 30D | -0.6% | +0.2% | -0.9% | -0.8% |
| 3M | +0.4% | -3.1% | +3.5% | +0.2% |
| 6M | +20.1% | +25.0% | -5.0% | +14.2% |
| YTD | +17.2% | -7.5% | +24.7% | +15.9% |
| 1Y | +24.7% | +11.5% | +13.2% | +17.5% |
| 3Y | +96.2% | -13.7% | +109.9% | +82.6% |
| 5Y | +94.4% | -47.0% | +141.4% | +92.8% |
| All | +94.4% | -48.3% | +142.7% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling