+50.8%
RMBS vs CLBK
+52.3%
-1.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | +1.2% | -1.4% | +2.6% | +1.9% |
| 30D | -11.5% | +4.5% | -16.0% | -13.6% |
| 3M | -38.2% | +22.8% | -61.0% | -45.2% |
| 6M | -4.8% | +43.4% | -48.2% | -22.9% |
| YTD | -7.1% | +64.1% | -71.2% | -30.3% |
| 1Y | +10.7% | +67.6% | -56.9% | -18.1% |
| All | +50.8% | +52.3% | -1.6% | +15.8% |
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