-54.6%
RIG vs CLBK
+65.5%
-120.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -3.1% | -1.5% | -1.6% | -2.1% |
| 30D | -0.5% | -1.0% | +0.5% | +0.1% |
| 3M | -6.0% | +22.9% | -28.9% | -19.0% |
| 6M | -10.1% | +44.2% | -54.3% | -30.9% |
| YTD | +37.3% | +64.0% | -26.7% | -4.0% |
| 1Y | +73.9% | +65.7% | +8.3% | +19.3% |
| 3Y | -30.2% | +54.1% | -84.2% | -52.5% |
| 5Y | +62.5% | +44.7% | +17.8% | -5.6% |
| All | -54.6% | +65.5% | -120.0% | -74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling