-24.7%
QS vs CLBK
+51.6%
-76.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -6.0% |
| 7D | -4.2% | -1.5% | -2.8% | -3.5% |
| 30D | -15.7% | +6.7% | -22.3% | -18.5% |
| 3M | -28.7% | +21.2% | -49.8% | -35.8% |
| 6M | -23.2% | +42.0% | -65.2% | -36.5% |
| YTD | -49.9% | +63.3% | -113.2% | -61.8% |
| 1Y | -38.8% | +65.4% | -104.2% | -54.0% |
| All | -24.7% | +51.6% | -76.2% | -44.3% |
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 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