+92.9%
QQQ vs CLBK
+52.2%
+40.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.6% | -1.5% | +0.9% | -0.3% |
| 30D | -1.2% | -1.0% | -0.2% | -1.0% |
| 3M | -0.2% | +22.9% | -23.1% | -4.4% |
| 6M | +17.9% | +44.2% | -26.3% | +9.2% |
| YTD | +16.6% | +64.0% | -47.3% | +5.0% |
| 1Y | +23.0% | +65.7% | -42.7% | +10.1% |
| 3Y | +92.9% | +54.1% | +38.9% | +72.0% |
| All | +92.9% | +52.2% | +40.7% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling