+14.1%
QLD vs CLBK
+63.8%
-49.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.4% |
| 7D | +7.0% | +0.9% | +6.1% | +6.9% |
| 30D | -14.3% | +3.4% | -17.7% | -14.7% |
| 3M | -16.0% | -4.3% | -11.7% | -15.2% |
| 6M | -14.2% | +28.4% | -42.6% | -19.0% |
| YTD | +12.8% | +59.4% | -46.7% | +2.6% |
| 1Y | +14.1% | +64.8% | -50.8% | +2.6% |
| All | +14.1% | +63.8% | -49.8% | +2.6% |
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 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