+43.9%
CLBK vs RVTY
-33.1%
+77.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.7% |
| 7D | -1.5% | -4.5% | +3.1% | -0.5% |
| 30D | -1.0% | +5.5% | -6.5% | -2.3% |
| 3M | +22.9% | +22.5% | +0.4% | +17.0% |
| 6M | +44.2% | +38.9% | +5.3% | +32.7% |
| YTD | +64.0% | +28.7% | +35.2% | +53.0% |
| 1Y | +65.7% | +45.5% | +20.2% | +49.9% |
| 3Y | +54.1% | +16.4% | +37.7% | +43.4% |
| All | +43.9% | -33.1% | +77.0% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling