+65.3%
RIG vs CLBK
+41.8%
+23.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | -4.2% | -1.4% | -2.8% | -3.7% |
| 30D | -0.7% | +4.5% | -5.2% | -2.3% |
| 3M | -4.0% | +22.8% | -26.8% | -11.3% |
| 6M | -6.3% | +43.4% | -49.8% | -18.5% |
| YTD | +39.7% | +64.1% | -24.4% | +15.3% |
| 1Y | +78.1% | +67.6% | +10.5% | +45.2% |
| 3Y | -29.5% | +53.3% | -82.7% | -41.5% |
| 5Y | +65.3% | +44.8% | +20.5% | +15.8% |
| All | +65.3% | +41.8% | +23.5% | +15.8% |
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 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