+95.9%
RIO vs CLBK
+51.6%
+44.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +1.0% | -1.5% | +2.4% | +1.2% |
| 30D | +4.0% | +6.7% | -2.6% | +2.8% |
| 3M | +4.5% | +21.2% | -16.6% | +0.7% |
| 6M | +17.3% | +42.0% | -24.6% | +9.7% |
| YTD | +36.2% | +63.3% | -27.1% | +24.0% |
| 1Y | +76.1% | +65.4% | +10.8% | +59.7% |
| All | +95.9% | +51.6% | +44.4% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling