+134.2%
RBRK vs CLBK
+52.2%
+82.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | -7.5% | -1.5% | -6.0% | -7.1% |
| 30D | -10.4% | -1.0% | -9.4% | -10.1% |
| 3M | +21.3% | +22.9% | -1.6% | +14.9% |
| 6M | +50.6% | +44.2% | +6.4% | +36.5% |
| YTD | +13.3% | +64.0% | -50.7% | -1.4% |
| 1Y | +11.2% | +65.7% | -54.4% | -3.7% |
| All | +134.2% | +52.2% | +82.0% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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