+205.2%
RCL vs CLBK
+63.6%
+141.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +0.6% | +2.2% | -1.5% | -0.7% |
| 30D | +19.4% | +5.0% | +14.4% | +15.8% |
| 3M | +9.8% | +3.3% | +6.5% | +7.1% |
| 6M | +28.6% | +29.6% | -1.0% | +7.5% |
| YTD | +22.2% | +62.1% | -40.0% | -12.3% |
| 1Y | +29.7% | +64.3% | -34.6% | -7.9% |
| 3Y | +265.3% | +55.6% | +209.7% | +153.3% |
| 5Y | +301.8% | +29.3% | +272.5% | +178.5% |
| All | +205.2% | +63.6% | +141.6% | +74.0% |
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 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