There are quite a few famous converts from Judaism to Christianity. And it's not quite clear-cut, and sometimes has "strange" side-effects.
Take, for instance, Cantor (the father of the set theory), who was a second generation convert, if memory serves. Even though he was a devote Christian, he had some ties to Judaism (eg. choosing Hebrew letters for the infinite sets he worked with). And, in general he was somewhat insane, and religion played a central role in his insanity, where both Christianity and Judaism had some degree of influence.
Me, coming from a family of converts, who later became atheists, I can attest to that neither me, nor my parents ever cared for organized religion or for following tradition. But, some things remained through generation regardless. I never learned enough Hebrew to read Bible comfortably (i.e. I need to look up words in a dictionary sometimes), but I almost teared up when I watched a collection of recordings someone made of people from different national / linguistic backgrounds reading Hebrew Bible, because at that point I realized that even though imperfectly, I'm able to understand someone writing many thousands years ago. The ability to connect over centuries to your ancestors, to get even an approximate idea of what they thought and how they felt -- this is something that's very unlikely to go away with conversion or a change of one's affiliation. This is also probably the reason you find quite a few people with vague Jewish ancestry still coming to Israel. Also, there's a "weird" trend of people wanting to be berried in Israel (because of how important that specific place is in Jewish tradition), even if in life they are nothing like religious Jews.
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Bottom line: It's just a weird question. It's like trying to calculate the percentage by which any convert has converted. Maybe, even if Columbus' parents were converts, it's still not a question anyone can answer: how much Catholic was he?