-9.7%
RKT vs CLBK
+41.8%
-51.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.2% |
| 7D | -1.0% | -1.5% | +0.5% | -0.3% |
| 30D | -2.4% | +6.7% | -9.1% | -5.3% |
| 3M | +1.9% | +21.2% | -19.3% | -6.9% |
| 6M | -13.9% | +42.0% | -55.8% | -26.4% |
| YTD | -30.6% | +63.3% | -93.9% | -44.6% |
| 1Y | -34.4% | +65.4% | -99.7% | -48.1% |
| 3Y | +38.2% | +52.5% | -14.3% | +12.6% |
| 5Y | -9.7% | +42.0% | -51.6% | -29.9% |
| All | -9.7% | +41.8% | -51.5% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling