+238.8%
RCL vs CLBK
+43.5%
+195.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | -17.3% | +7.8% | -25.1% | -19.8% |
| 3M | -2.8% | +23.9% | -26.6% | -10.9% |
| 6M | -4.4% | +42.3% | -46.7% | -17.1% |
| YTD | -4.2% | +65.4% | -69.6% | -21.8% |
| 1Y | -23.4% | +70.3% | -93.7% | -38.3% |
| 3Y | +179.4% | +54.5% | +124.9% | +128.4% |
| 5Y | +238.8% | +43.1% | +195.6% | +146.0% |
| All | +238.8% | +43.5% | +195.2% | +146.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling