+94.5%
QQQ vs CLS
+3,586.2%
-3,491.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +1.0% | +20.1% | -19.1% | -3.1% |
| 30D | -0.6% | +6.0% | -6.7% | -2.3% |
| 3M | +1.3% | -10.3% | +11.6% | +2.2% |
| 6M | +18.1% | +24.5% | -6.4% | +8.7% |
| YTD | +16.9% | +12.9% | +4.0% | +8.7% |
| 1Y | +24.0% | +36.7% | -12.7% | +7.9% |
| 3Y | +95.6% | +1,328.1% | -1,232.5% | -21.9% |
| 5Y | +94.5% | +3,682.3% | -3,587.8% | -44.2% |
| All | +94.5% | +3,586.2% | -3,491.7% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling