+67.4%
CLBK vs RVTY
+77.3%
-10.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +1.2% | +1.1% | +0.1% | +0.9% |
| 30D | +9.1% | +13.2% | -4.1% | +5.9% |
| 3M | +27.7% | +27.2% | +0.4% | +20.1% |
| 6M | +40.8% | +32.4% | +8.4% | +30.5% |
| YTD | +66.4% | +34.9% | +31.5% | +52.9% |
| 1Y | +72.4% | +52.4% | +20.0% | +53.3% |
| 3Y | +50.7% | +12.3% | +38.4% | +41.2% |
| 5Y | +42.9% | -30.8% | +73.8% | +46.1% |
| All | +67.4% | +77.3% | -10.0% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling