+180.6%
RCL vs CLBK
+57.4%
+123.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.1% | +1.2% | -6.3% | -5.6% |
| 30D | -19.0% | +9.1% | -28.1% | -22.4% |
| 3M | -9.6% | +27.7% | -37.3% | -20.1% |
| 6M | -6.7% | +40.8% | -47.5% | -21.5% |
| YTD | -3.9% | +66.4% | -70.3% | -25.7% |
| 1Y | -25.1% | +72.4% | -97.5% | -43.3% |
| All | +180.6% | +57.4% | +123.2% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling