+43.4%
RKT vs CLBK
+53.5%
-10.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | +6.0% | +1.1% | +4.9% | +5.3% |
| 30D | +0.7% | +7.8% | -7.1% | -3.8% |
| 3M | +11.8% | +23.9% | -12.0% | -2.1% |
| 6M | -7.6% | +42.3% | -49.9% | -25.3% |
| YTD | -28.7% | +65.4% | -94.1% | -47.7% |
| 1Y | -32.6% | +70.3% | -102.9% | -51.8% |
| All | +43.4% | +53.5% | -10.2% | +3.2% |
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 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