+240.5%
RMBS vs CLBK
+27.8%
+212.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +10.3% | +0.9% | +9.4% | +10.0% |
| 30D | -10.7% | +3.4% | -14.1% | -11.8% |
| 3M | -17.2% | -4.3% | -12.9% | -16.0% |
| 6M | -39.0% | +28.4% | -67.4% | -44.4% |
| YTD | -10.5% | +59.4% | -69.9% | -24.5% |
| 1Y | -11.0% | +64.8% | -75.8% | -25.8% |
| 3Y | +31.3% | +50.6% | -19.3% | +12.3% |
| All | +240.5% | +27.8% | +212.7% | +188.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling