+82.1%
QLD vs CLBK
+27.8%
+54.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.3% |
| 7D | +7.0% | +0.9% | +6.1% | +6.7% |
| 30D | -14.3% | +3.4% | -17.7% | -15.4% |
| 3M | -16.0% | -4.3% | -11.7% | -14.8% |
| 6M | -14.2% | +28.4% | -42.6% | -22.5% |
| YTD | +12.8% | +59.4% | -46.7% | -6.6% |
| 1Y | +14.1% | +64.8% | -50.8% | -6.9% |
| 3Y | +146.0% | +50.6% | +95.4% | +102.3% |
| All | +82.1% | +27.8% | +54.3% | +51.4% |
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