+1,506.2%
QQQ vs CLF
+324.6%
+1,181.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +2.0% |
| 7D | -0.2% | +2.3% | -2.6% | -0.6% |
| 30D | -7.5% | +1.9% | -9.4% | -8.1% |
| 3M | -3.8% | +5.9% | -9.7% | -5.3% |
| 6M | -3.0% | +16.9% | -19.9% | -6.7% |
| YTD | +12.8% | -1.1% | +13.8% | +10.0% |
| 1Y | +11.6% | +28.8% | -17.2% | +4.6% |
| 3Y | +85.6% | -20.6% | +106.2% | +77.4% |
| 5Y | +82.1% | -41.5% | +123.6% | +76.8% |
| 10Y | +538.0% | +87.5% | +450.5% | +361.9% |
| All | +1,506.2% | +324.6% | +1,181.6% | +516.8% |
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 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