+12.3%
QQQ vs CLS
-28.7%
+41.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.1% | +10.0% | +2.4% |
| 7D | -4.6% | -21.1% | +16.5% | -1.2% |
| 30D | -8.5% | -38.2% | +29.7% | -1.9% |
| 3M | -4.3% | -36.3% | +32.0% | +1.5% |
| 6M | +3.1% | -43.8% | +46.9% | +10.3% |
| YTD | +13.0% | -20.0% | +33.0% | +13.3% |
| 1Y | +12.3% | -29.6% | +41.9% | +13.9% |
| All | +12.3% | -28.7% | +41.0% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling