+135.1%
RCL vs CLBK
+64.7%
+70.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.0% |
| 7D | -2.2% | -1.5% | -0.7% | -1.3% |
| 30D | -15.7% | +6.7% | -22.3% | -19.3% |
| 3M | -8.0% | +21.2% | -29.1% | -19.4% |
| 6M | -10.1% | +42.0% | -52.1% | -29.1% |
| YTD | -5.9% | +63.3% | -69.1% | -32.7% |
| 1Y | -23.5% | +65.4% | -88.9% | -46.0% |
| 3Y | +174.4% | +52.5% | +121.9% | +93.7% |
| 5Y | +227.1% | +42.0% | +185.2% | +104.1% |
| All | +135.1% | +64.7% | +70.4% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling