-80.7%
QID vs CLBK
+41.8%
-122.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.5% |
| 7D | +2.7% | -1.4% | +4.1% | +2.2% |
| 30D | +3.3% | +4.5% | -1.2% | +5.1% |
| 3M | -5.5% | +22.8% | -28.3% | +2.2% |
| 6M | -28.4% | +43.4% | -71.8% | -17.3% |
| YTD | -26.6% | +64.1% | -90.7% | -10.4% |
| 1Y | -34.1% | +67.6% | -101.7% | -18.5% |
| 3Y | -73.7% | +53.3% | -126.9% | -66.4% |
| 5Y | -80.7% | +44.8% | -125.5% | -74.1% |
| All | -80.7% | +41.8% | -122.5% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling