+53.1%
RGTI vs CLBK
+40.0%
+13.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | -0.1% | -1.4% | +1.2% | +0.7% |
| 30D | -16.2% | +4.5% | -20.7% | -18.5% |
| 3M | -22.0% | +22.8% | -44.8% | -32.1% |
| 6M | -10.8% | +43.4% | -54.2% | -29.1% |
| YTD | -31.6% | +64.1% | -95.7% | -50.4% |
| 1Y | -6.4% | +67.6% | -73.9% | -33.7% |
| 3Y | +665.7% | +53.3% | +612.4% | +472.5% |
| 5Y | +55.6% | +44.8% | +10.8% | +25.4% |
| All | +53.1% | +40.0% | +13.1% | +23.3% |
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 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