+62.8%
CLBK vs RVTY
+116.8%
-54.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 3M | +5.8% | +37.2% | -31.4% | -2.4% |
| 6M | +28.9% | +57.7% | -28.8% | +14.6% |
| YTD | +61.8% | +64.8% | -3.0% | +41.2% |
| 1Y | +63.1% | +72.8% | -9.7% | +40.5% |
| 3Y | +55.3% | +89.8% | -34.5% | +29.3% |
| 5Y | +28.0% | -8.4% | +36.4% | +21.8% |
| All | +62.8% | +116.8% | -54.0% | +12.8% |
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 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