+729.8%
QLD vs CLBK
+62.9%
+666.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +5.7% |
| 7D | -1.4% | +1.8% | -3.2% | -2.2% |
| 30D | -19.6% | +5.1% | -24.7% | -21.7% |
| 3M | -14.1% | +5.2% | -19.3% | -16.7% |
| 6M | -13.6% | +28.6% | -42.2% | -25.2% |
| YTD | +12.5% | +61.4% | -48.9% | -14.5% |
| 1Y | +13.1% | +64.7% | -51.5% | -15.2% |
| 3Y | +154.7% | +55.1% | +99.6% | +88.0% |
| 5Y | +81.1% | +28.4% | +52.7% | +39.8% |
| All | +729.8% | +62.9% | +666.9% | +471.1% |
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 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