+140.0%
RCL vs CLBK
+67.9%
+72.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.1% | +1.2% | -6.3% | -5.8% |
| 30D | -19.0% | +9.1% | -28.1% | -23.6% |
| 3M | -9.6% | +27.7% | -37.3% | -23.5% |
| 6M | -6.7% | +40.8% | -47.5% | -26.0% |
| YTD | -3.9% | +66.4% | -70.3% | -32.1% |
| 1Y | -25.1% | +72.4% | -97.5% | -48.6% |
| 3Y | +179.1% | +50.7% | +128.4% | +99.0% |
| 5Y | +243.3% | +42.9% | +200.4% | +114.6% |
| All | +140.0% | +67.9% | +72.1% | +34.8% |
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