+63.1%
CLBK vs RVTY
+115.6%
-52.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +5.0% | +1.7% | +3.2% | +4.3% |
| 3M | +3.3% | +36.8% | -33.5% | -4.6% |
| 6M | +29.6% | +60.1% | -30.5% | +14.8% |
| YTD | +62.1% | +64.0% | -1.8% | +41.6% |
| 1Y | +64.3% | +68.2% | -3.9% | +42.5% |
| 3Y | +55.6% | +88.8% | -33.2% | +29.6% |
| 5Y | +29.3% | -10.5% | +39.8% | +23.7% |
| All | +63.1% | +115.6% | -52.5% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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