+318.6%
RL vs CLBK
+61.7%
+256.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | +2.4% | +2.5% | -0.1% | +1.2% |
| 30D | +4.6% | +3.7% | +0.9% | +2.7% |
| 3M | -1.1% | -3.3% | +2.1% | +0.4% |
| 6M | +16.5% | +29.6% | -13.1% | +1.5% |
| YTD | +11.4% | +60.3% | -48.9% | -13.4% |
| 1Y | +16.1% | +63.4% | -47.3% | -10.7% |
| 3Y | +252.6% | +53.8% | +198.8% | +165.8% |
| 5Y | +244.9% | +29.0% | +215.9% | +163.0% |
| All | +318.6% | +61.7% | +256.9% | +158.9% |
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 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