+94.4%
QSR vs CLBK
+66.9%
+27.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | +0.1% | +1.1% | -1.1% | -0.2% |
| 30D | +5.9% | +7.8% | -1.8% | +3.8% |
| 3M | +10.5% | +23.9% | -13.4% | +4.1% |
| 6M | +7.7% | +42.3% | -34.6% | -2.5% |
| YTD | +16.8% | +65.4% | -48.6% | +1.1% |
| 1Y | +30.9% | +70.3% | -39.4% | +11.9% |
| 3Y | +28.2% | +54.5% | -26.3% | +9.4% |
| 5Y | +45.0% | +43.1% | +1.9% | +18.0% |
| All | +94.4% | +66.9% | +27.5% | +38.0% |
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 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