+23.0%
QQQ vs CLX
-25.9%
+48.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.8% |
| 7D | -0.6% | -5.7% | +5.1% | -0.7% |
| 30D | -1.2% | -17.0% | +15.8% | -1.7% |
| 3M | -0.2% | -9.7% | +9.5% | -0.3% |
| 6M | +17.9% | -19.8% | +37.8% | +17.4% |
| YTD | +16.6% | -9.8% | +26.5% | +18.5% |
| 1Y | +23.0% | -26.2% | +49.2% | +20.5% |
| All | +23.0% | -25.9% | +48.8% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling