+541.7%
RMBS vs CLBK
+66.9%
+474.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +3.0% | +1.1% | +1.8% | +2.4% |
| 30D | -14.4% | +7.8% | -22.2% | -17.3% |
| 3M | -42.8% | +23.9% | -66.7% | -48.4% |
| 6M | -1.4% | +42.3% | -43.7% | -16.8% |
| YTD | -5.4% | +65.4% | -70.8% | -25.5% |
| 1Y | +18.6% | +70.3% | -51.8% | -7.9% |
| 3Y | +57.3% | +54.5% | +2.8% | +25.6% |
| 5Y | +265.7% | +43.1% | +222.6% | +173.9% |
| All | +541.7% | +66.9% | +474.8% | +319.2% |
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 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