-22.0%
QID vs CLBK
+65.7%
-87.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.7% |
| 7D | +9.8% | +4.6% | +5.2% | +10.6% |
| 30D | +18.9% | -1.5% | +20.4% | +18.2% |
| 3M | +9.6% | +4.4% | +5.2% | +10.4% |
| 6M | -7.8% | +31.7% | -39.5% | -0.5% |
| YTD | -23.3% | +58.7% | -82.0% | -12.9% |
| 1Y | -22.0% | +64.9% | -86.9% | -9.1% |
| All | -22.0% | +65.7% | -87.8% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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