+326.9%
RL vs CLBK
+62.9%
+264.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.7% | +4.8% |
| 7D | +0.2% | +1.8% | -1.5% | -0.5% |
| 30D | +7.3% | +5.1% | +2.2% | +4.7% |
| 3M | +1.0% | +5.2% | -4.1% | -1.8% |
| 6M | +11.8% | +28.6% | -16.8% | -2.3% |
| YTD | +13.6% | +61.4% | -47.8% | -12.0% |
| 1Y | +24.0% | +64.7% | -40.7% | -5.0% |
| 3Y | +256.6% | +55.1% | +201.5% | +167.7% |
| 5Y | +240.2% | +28.4% | +211.9% | +161.2% |
| All | +326.9% | +62.9% | +264.0% | +163.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling