-22.2%
RKT vs CLBK
+120.8%
-143.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.1% | +1.2% | +0.9% | +1.7% |
| 30D | +1.4% | +9.1% | -7.7% | -2.1% |
| 3M | +6.3% | +27.7% | -21.4% | -3.8% |
| 6M | -15.5% | +40.8% | -56.3% | -26.1% |
| YTD | -27.4% | +66.4% | -93.8% | -40.8% |
| 1Y | -26.6% | +72.4% | -99.0% | -41.1% |
| 3Y | +41.2% | +50.7% | -9.4% | +18.0% |
| 5Y | -6.4% | +42.9% | -49.3% | -20.8% |
| All | -22.2% | +120.8% | -143.0% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling