+64.2%
CLBK vs RVTY
+68.7%
-4.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -0.7% |
| 7D | -1.5% | -5.4% | +4.0% | -0.2% |
| 30D | +6.7% | +6.7% | -0.1% | +5.0% |
| 3M | +21.2% | +19.0% | +2.1% | +15.8% |
| 6M | +42.0% | +34.6% | +7.3% | +31.0% |
| YTD | +63.3% | +28.3% | +35.0% | +51.8% |
| 1Y | +65.4% | +46.0% | +19.3% | +48.6% |
| 3Y | +52.5% | +16.9% | +35.6% | +41.7% |
| 5Y | +42.0% | -32.9% | +74.9% | +46.1% |
| All | +64.2% | +68.7% | -4.5% | +21.3% |
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