-27.1%
RKT vs CLBK
+117.6%
-144.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -6.3% | -1.5% | -4.8% | -5.7% |
| 30D | -6.2% | -1.0% | -5.2% | -5.8% |
| 3M | -1.9% | +22.9% | -24.8% | -9.8% |
| 6M | -13.0% | +44.2% | -57.2% | -24.7% |
| YTD | -31.9% | +64.0% | -95.9% | -44.2% |
| 1Y | -37.6% | +65.7% | -103.2% | -49.2% |
| 3Y | +36.8% | +54.1% | -17.2% | +14.2% |
| 5Y | -9.7% | +44.7% | -54.4% | -23.2% |
| All | -27.1% | +117.6% | -144.7% | -46.7% |
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 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