+90.3%
RIO vs CLBK
+27.8%
+62.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.9% | +0.9% | -1.8% | -1.1% |
| 30D | -9.1% | +3.4% | -12.5% | -9.6% |
| 3M | -13.7% | -4.3% | -9.4% | -13.1% |
| 6M | -24.3% | +28.4% | -52.7% | -27.7% |
| YTD | +8.9% | +59.4% | -50.5% | 0.0% |
| 1Y | +22.7% | +64.8% | -42.2% | +12.0% |
| 3Y | +51.2% | +50.6% | +0.6% | +37.6% |
| All | +90.3% | +27.8% | +62.6% | +70.8% |
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