-9.1%
RKT vs CLBK
+62.3%
-71.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -0.5% |
| 7D | +24.3% | +2.5% | +21.8% | +22.9% |
| 30D | +27.9% | -1.2% | +29.0% | +28.7% |
| 3M | +6.9% | +2.6% | +4.3% | +5.3% |
| 6M | +5.2% | +26.5% | -21.3% | -8.7% |
| YTD | -23.5% | +56.4% | -79.9% | -40.1% |
| 1Y | -9.1% | +58.8% | -67.9% | -31.2% |
| All | -9.1% | +62.3% | -71.4% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling