+1,570.9%
QQQ vs CLS
+2,182.0%
-611.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +0.4% | +4.6% | -4.2% | -1.1% |
| 30D | +0.2% | -13.9% | +14.1% | +3.5% |
| 3M | -2.8% | -26.6% | +23.8% | +3.6% |
| 6M | +18.0% | +15.4% | +2.6% | +8.5% |
| YTD | +17.3% | +5.7% | +11.6% | +9.1% |
| 1Y | +25.6% | +41.1% | -15.5% | +4.9% |
| 3Y | +93.7% | +1,228.6% | -1,134.9% | -24.0% |
| 5Y | +94.2% | +3,240.6% | -3,146.5% | -43.8% |
| 10Y | +557.9% | +2,760.3% | -2,202.5% | +78.5% |
| All | +1,570.9% | +2,182.0% | -611.1% | +277.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling