+542.3%
RMBS vs CLBK
+65.5%
+476.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.8% | -1.5% | +3.2% | +2.4% |
| 30D | -13.9% | -1.0% | -12.9% | -13.5% |
| 3M | -39.8% | +22.9% | -62.7% | -45.5% |
| 6M | -6.0% | +44.2% | -50.2% | -21.2% |
| YTD | -5.4% | +64.0% | -69.3% | -25.1% |
| 1Y | -1.8% | +65.7% | -67.5% | -22.9% |
| 3Y | +53.7% | +54.1% | -0.4% | +22.9% |
| 5Y | +268.5% | +44.7% | +223.8% | +173.4% |
| All | +542.3% | +65.5% | +476.9% | +321.2% |
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