-98.1%
QID vs CLBK
+65.5%
-163.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +1.3% | -1.5% | +2.7% | +0.5% |
| 30D | +2.9% | -1.0% | +4.0% | +2.4% |
| 3M | -0.7% | +22.9% | -23.6% | +10.9% |
| 6M | -29.7% | +44.2% | -73.9% | -13.7% |
| YTD | -27.9% | +64.0% | -91.8% | -4.7% |
| 1Y | -34.6% | +65.7% | -100.2% | -12.5% |
| 3Y | -73.5% | +54.1% | -127.6% | -63.1% |
| 5Y | -81.0% | +44.7% | -125.7% | -71.9% |
| All | -98.1% | +65.5% | -163.6% | -96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling