+93.9%
QQQ vs CLX
-37.2%
+131.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -1.0% |
| 7D | -1.3% | -5.9% | +4.6% | -0.7% |
| 30D | -1.4% | -17.0% | +15.7% | +0.3% |
| 3M | +2.3% | -9.6% | +11.9% | +3.1% |
| 6M | +16.9% | -21.5% | +38.4% | +19.6% |
| YTD | +15.6% | -8.8% | +24.4% | +16.1% |
| 1Y | +22.6% | -24.7% | +47.3% | +26.0% |
| 3Y | +93.5% | -35.6% | +129.2% | +101.6% |
| 5Y | +93.9% | -37.6% | +131.5% | +94.4% |
| All | +93.9% | -37.2% | +131.1% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling