+534.7%
QQQ vs CLS
+1,916.3%
-1,381.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | 0.0% |
| 7D | +3.6% | +16.3% | -12.7% | +0.2% |
| 30D | -6.7% | -25.7% | +18.9% | -1.4% |
| 3M | -7.0% | -30.9% | +23.8% | -0.9% |
| 6M | -4.7% | -35.5% | +30.8% | +1.4% |
| YTD | +11.1% | -18.7% | +29.7% | +9.7% |
| 1Y | +12.3% | -17.9% | +30.2% | +9.7% |
| 3Y | +83.3% | +838.1% | -754.8% | -10.3% |
| 5Y | +77.5% | +1,971.9% | -1,894.4% | -31.0% |
| All | +534.7% | +1,916.3% | -1,381.6% | +109.7% |
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