+1,570.9%
QQQ vs CLF
+304.0%
+1,267.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | +0.4% | +7.6% | -7.2% | -0.7% |
| 30D | +0.2% | -1.2% | +1.4% | +0.3% |
| 3M | -2.8% | -13.4% | +10.6% | -1.5% |
| 6M | +18.0% | +15.4% | +2.6% | +14.1% |
| YTD | +17.3% | -5.9% | +23.2% | +15.9% |
| 1Y | +25.6% | +18.8% | +6.8% | +18.5% |
| 3Y | +93.7% | -19.4% | +113.1% | +85.5% |
| 5Y | +94.2% | -47.7% | +141.9% | +91.8% |
| 10Y | +557.9% | +130.4% | +427.5% | +361.8% |
| All | +1,570.9% | +304.0% | +1,267.0% | +550.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling