-44.6%
QS vs CLBK
+119.1%
-163.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | +1.2% | -3.5% | -2.9% |
| 30D | -0.7% | +9.1% | -9.9% | -4.9% |
| 3M | -39.6% | +27.7% | -67.3% | -46.7% |
| 6M | -21.7% | +40.8% | -62.5% | -34.2% |
| YTD | -47.4% | +66.4% | -113.8% | -59.5% |
| 1Y | -28.4% | +72.4% | -100.7% | -46.1% |
| 3Y | -22.6% | +50.7% | -73.3% | -39.3% |
| 5Y | -75.6% | +42.9% | -118.5% | -80.7% |
| All | -44.6% | +119.1% | -163.8% | -59.6% |
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