-75.0%
QS vs CLBK
+43.5%
-118.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -3.6% | -1.5% | -2.2% | -2.9% |
| 30D | -17.2% | -1.0% | -16.2% | -16.8% |
| 3M | -27.0% | +22.9% | -49.9% | -34.6% |
| 6M | -24.6% | +44.2% | -68.8% | -37.8% |
| YTD | -49.3% | +64.0% | -113.3% | -61.2% |
| 1Y | -40.3% | +65.7% | -106.0% | -54.8% |
| 3Y | -23.8% | +54.1% | -77.9% | -41.8% |
| All | -75.0% | +43.5% | -118.5% | -81.8% |
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