+275.1%
RL vs CLBK
+67.9%
+207.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.8% | +1.2% | -2.0% | -1.4% |
| 30D | -7.8% | +9.1% | -16.9% | -11.9% |
| 3M | -4.0% | +27.7% | -31.7% | -15.6% |
| 6M | -1.9% | +40.8% | -42.7% | -17.9% |
| YTD | -0.2% | +66.4% | -66.6% | -23.7% |
| 1Y | +10.7% | +72.4% | -61.7% | -17.5% |
| 3Y | +210.8% | +50.7% | +160.1% | +137.6% |
| 5Y | +238.2% | +42.9% | +195.3% | +139.7% |
| All | +275.1% | +67.9% | +207.2% | +128.0% |
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 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