+93.9%
QQQ vs CLBK
+41.8%
+52.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -1.3% | -1.4% | +0.1% | -1.0% |
| 30D | -1.4% | +4.5% | -5.9% | -2.2% |
| 3M | +2.3% | +22.8% | -20.5% | -1.8% |
| 6M | +16.9% | +43.4% | -26.6% | +8.9% |
| YTD | +15.6% | +64.1% | -48.5% | +4.8% |
| 1Y | +22.6% | +67.6% | -44.9% | +10.4% |
| 3Y | +93.5% | +53.3% | +40.3% | +74.2% |
| 5Y | +93.9% | +44.8% | +49.1% | +72.7% |
| All | +93.9% | +41.8% | +52.1% | +72.7% |
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