+1,569.6%
QQQ vs CLX
+205.1%
+1,364.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | +1.5% | -3.5% | +5.1% | +2.4% |
| 30D | -0.6% | -11.9% | +11.2% | +2.5% |
| 3M | +0.4% | -2.6% | +3.0% | +0.6% |
| 6M | +20.1% | -18.2% | +38.2% | +25.2% |
| YTD | +17.2% | -5.9% | +23.1% | +17.5% |
| 1Y | +24.7% | -23.8% | +48.5% | +31.8% |
| 3Y | +96.2% | -33.6% | +129.8% | +112.1% |
| 5Y | +94.4% | -35.7% | +130.1% | +107.5% |
| 10Y | +556.7% | -2.5% | +559.2% | +496.0% |
| All | +1,569.6% | +205.1% | +1,364.4% | +956.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling