+91.0%
RKT vs CLBK
+56.6%
+34.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | -3.8% | +2.2% | -5.9% | -5.0% |
| 30D | +32.8% | +5.0% | +27.9% | +29.5% |
| 3M | +0.8% | +3.3% | -2.4% | -1.1% |
| 6M | -2.6% | +29.6% | -32.2% | -16.4% |
| YTD | -25.4% | +62.1% | -87.5% | -43.8% |
| 1Y | -19.1% | +64.3% | -83.4% | -39.6% |
| All | +91.0% | +56.6% | +34.4% | +42.1% |
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