+26.8%
QSR vs CLBK
+52.3%
-25.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -4.7% | -1.4% | -3.3% | -4.5% |
| 30D | +4.3% | +4.5% | -0.2% | +3.6% |
| 3M | +5.4% | +22.8% | -17.3% | +1.9% |
| 6M | +8.2% | +43.4% | -35.3% | +1.7% |
| YTD | +14.1% | +64.1% | -50.0% | +4.7% |
| 1Y | +28.1% | +67.6% | -39.5% | +16.8% |
| All | +26.8% | +52.3% | -25.6% | +14.3% |
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