+91.1%
RKT vs CLBK
+56.3%
+34.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.1% | -5.0% |
| 7D | +4.6% | +2.9% | +1.7% | +3.0% |
| 30D | +25.9% | +5.4% | +20.5% | +22.4% |
| 3M | +5.0% | +5.8% | -0.7% | +1.6% |
| 6M | -7.9% | +28.9% | -36.8% | -20.6% |
| YTD | -25.4% | +61.8% | -87.2% | -43.8% |
| 1Y | -15.4% | +63.1% | -78.5% | -36.6% |
| All | +91.1% | +56.3% | +34.8% | +42.3% |
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