+52.9%
CLBK vs RVTY
+91.0%
-38.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +2.9% | -2.7% | +5.6% | +3.5% |
| 30D | +5.4% | +3.2% | +2.1% | +4.2% |
| 3M | +5.8% | +37.2% | -31.4% | -3.4% |
| 6M | +28.9% | +57.7% | -28.8% | +12.6% |
| YTD | +61.8% | +64.8% | -3.0% | +38.0% |
| 1Y | +63.1% | +72.8% | -9.7% | +36.7% |
| All | +52.9% | +91.0% | -38.1% | +6.1% |
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