+54.5%
CLBK vs RVTY
+16.6%
+37.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | 0.0% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +7.8% | +10.8% | -3.1% | +4.9% |
| 3M | +23.9% | +26.8% | -2.9% | +16.0% |
| 6M | +42.3% | +39.3% | +3.0% | +29.1% |
| YTD | +65.4% | +31.6% | +33.8% | +51.6% |
| 1Y | +70.3% | +47.7% | +22.6% | +50.4% |
| 3Y | +54.5% | +19.9% | +34.5% | +36.8% |
| All | +54.5% | +16.6% | +37.8% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling