-98.1%
QID vs CLBK
+67.9%
-166.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | +1.2% | -1.8% | 0.0% |
| 30D | 0.0% | +9.1% | -9.1% | +4.8% |
| 3M | +3.7% | +27.7% | -24.0% | +18.4% |
| 6M | -29.9% | +40.8% | -70.7% | -15.1% |
| YTD | -28.8% | +66.4% | -95.2% | -5.2% |
| 1Y | -37.2% | +72.4% | -109.6% | -14.1% |
| 3Y | -73.7% | +50.7% | -124.4% | -63.9% |
| 5Y | -80.7% | +42.9% | -123.7% | -72.0% |
| All | -98.1% | +67.9% | -166.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling