+552.9%
QQQ vs CLS
+2,968.1%
-2,415.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.5% |
| 7D | -1.3% | +5.0% | -6.2% | -2.3% |
| 30D | -1.4% | +4.8% | -6.1% | -2.8% |
| 3M | +2.3% | -10.4% | +12.7% | +3.2% |
| 6M | +16.9% | +20.8% | -3.9% | +8.5% |
| YTD | +15.6% | +10.0% | +5.6% | +8.4% |
| 1Y | +22.6% | +28.5% | -5.9% | +8.8% |
| 3Y | +93.5% | +1,292.2% | -1,198.7% | -12.3% |
| 5Y | +93.9% | +3,616.8% | -3,522.9% | -32.6% |
| All | +552.9% | +2,968.1% | -2,415.3% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling