+56.8%
RGTI vs CLBK
+43.5%
+13.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +0.5% | -1.5% | +1.9% | +1.4% |
| 30D | -17.1% | -1.0% | -16.1% | -16.5% |
| 3M | -26.0% | +22.9% | -48.9% | -35.9% |
| 6M | -9.9% | +44.2% | -54.1% | -29.3% |
| YTD | -31.1% | +64.0% | -95.0% | -50.6% |
| 1Y | -8.5% | +65.7% | -74.2% | -35.6% |
| 3Y | +652.2% | +54.1% | +598.2% | +453.9% |
| All | +56.8% | +43.5% | +13.3% | +27.3% |
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