+558.6%
QQQ vs CLX
-3.7%
+562.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -0.6% | -5.7% | +5.1% | +0.3% |
| 30D | -1.2% | -17.0% | +15.8% | +1.5% |
| 3M | -0.2% | -9.7% | +9.5% | +1.1% |
| 6M | +17.9% | -19.8% | +37.8% | +21.5% |
| YTD | +16.6% | -9.8% | +26.5% | +17.6% |
| 1Y | +23.0% | -26.2% | +49.2% | +28.2% |
| 3Y | +92.9% | -36.2% | +129.1% | +104.6% |
| 5Y | +95.6% | -38.3% | +133.9% | +105.2% |
| All | +558.6% | -3.7% | +562.2% | +512.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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