+216.2%
RL vs CLBK
+57.4%
+158.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.8% | +1.2% | -2.0% | -1.2% |
| 30D | -7.8% | +9.1% | -16.9% | -10.7% |
| 3M | -4.0% | +27.7% | -31.7% | -12.4% |
| 6M | -1.9% | +40.8% | -42.7% | -13.6% |
| YTD | -0.2% | +66.4% | -66.6% | -17.3% |
| 1Y | +10.7% | +72.4% | -61.7% | -9.8% |
| All | +216.2% | +57.4% | +158.8% | +158.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling