+1,480.5%
QQQ vs CLF
+296.2%
+1,184.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.0% | -3.4% | +2.5% |
| 7D | -0.3% | -14.1% | +13.8% | +1.8% |
| 30D | -9.6% | -5.5% | -4.0% | -9.2% |
| 3M | -5.9% | 0.0% | -5.9% | -6.6% |
| 6M | -4.3% | +11.3% | -15.5% | -7.2% |
| YTD | +11.0% | -7.7% | +18.6% | +9.3% |
| 1Y | +11.9% | +17.5% | -5.6% | +6.3% |
| 3Y | +86.7% | -25.4% | +112.1% | +80.1% |
| 5Y | +77.1% | -46.0% | +123.0% | +73.8% |
| 10Y | +517.9% | +80.1% | +437.8% | +350.1% |
| All | +1,480.5% | +296.2% | +1,184.3% | +513.2% |
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