+91.1%
QSR vs CLBK
+65.5%
+25.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -4.0% | -1.5% | -2.6% | -3.6% |
| 30D | +2.8% | -1.0% | +3.8% | +3.0% |
| 3M | +5.1% | +22.9% | -17.8% | -0.8% |
| 6M | +8.8% | +44.2% | -35.4% | -1.8% |
| YTD | +14.8% | +64.0% | -49.1% | -0.4% |
| 1Y | +25.7% | +65.7% | -40.0% | +8.4% |
| 3Y | +27.5% | +54.1% | -26.5% | +8.8% |
| 5Y | +41.3% | +44.7% | -3.4% | +14.0% |
| All | +91.1% | +65.5% | +25.7% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling