-41.5%
QS vs CLBK
+68.1%
-109.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -5.0% | -1.4% | -3.6% | -4.5% |
| 30D | -18.3% | +4.5% | -22.8% | -19.5% |
| 3M | -26.0% | +22.8% | -48.8% | -31.2% |
| 6M | -24.0% | +43.4% | -67.5% | -33.3% |
| YTD | -50.3% | +64.1% | -114.4% | -58.4% |
| All | -41.5% | +68.1% | -109.6% | -50.3% |
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