-24.1%
RKT vs CLBK
+111.5%
-135.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -9.0% | +0.9% | -9.9% | -9.3% |
| 30D | +30.2% | +3.4% | +26.8% | +28.7% |
| 3M | -8.8% | -4.3% | -4.6% | -7.2% |
| 6M | -0.9% | +28.4% | -29.3% | -10.4% |
| YTD | -29.2% | +59.4% | -88.6% | -41.2% |
| 1Y | -20.1% | +64.8% | -84.9% | -34.5% |
| 3Y | +81.3% | +50.6% | +30.7% | +52.8% |
| 5Y | -6.6% | +28.3% | -34.9% | -19.3% |
| All | -24.1% | +111.5% | -135.7% | -43.9% |
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