+31.3%
RMBS vs CLBK
+54.0%
-22.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.9% |
| 7D | +10.3% | +0.9% | +9.4% | +9.9% |
| 30D | -10.7% | +3.4% | -14.1% | -12.4% |
| 3M | -17.2% | -4.3% | -12.9% | -15.3% |
| 6M | -39.0% | +28.4% | -67.4% | -47.3% |
| YTD | -10.5% | +59.4% | -69.9% | -32.1% |
| 1Y | -11.0% | +64.8% | -75.8% | -33.9% |
| 3Y | +31.3% | +50.6% | -19.3% | -0.6% |
| All | +31.3% | +54.0% | -22.6% | -0.6% |
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