+270.9%
RL vs CLBK
+66.9%
+204.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | +1.9% | +1.1% | +0.8% | +1.3% |
| 30D | -12.2% | +7.8% | -20.0% | -15.6% |
| 3M | -6.6% | +23.9% | -30.5% | -16.7% |
| 6M | +3.2% | +42.3% | -39.2% | -14.2% |
| YTD | -1.3% | +65.4% | -66.7% | -24.3% |
| 1Y | +13.6% | +70.3% | -56.7% | -14.8% |
| 3Y | +210.9% | +54.5% | +156.4% | +134.2% |
| 5Y | +246.9% | +43.1% | +203.7% | +145.0% |
| All | +270.9% | +66.9% | +204.0% | +126.1% |
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