+367.9%
QQQ vs CLBK
+66.9%
+301.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.5% | +1.1% | +0.4% | +1.2% |
| 30D | -0.6% | +7.8% | -8.4% | -2.7% |
| 3M | +0.4% | +23.9% | -23.4% | -5.4% |
| 6M | +20.1% | +42.3% | -22.3% | +8.8% |
| YTD | +17.2% | +65.4% | -48.2% | +1.7% |
| 1Y | +24.7% | +70.3% | -45.6% | +6.9% |
| 3Y | +96.2% | +54.5% | +41.7% | +68.3% |
| 5Y | +94.4% | +43.1% | +51.3% | +62.9% |
| All | +367.9% | +66.9% | +301.0% | +274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling