+142.1%
RMD vs CLBK
+65.5%
+76.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -4.4% | -1.5% | -3.0% | -4.1% |
| 30D | -3.1% | -1.0% | -2.1% | -2.9% |
| 3M | +13.8% | +22.9% | -9.1% | +8.0% |
| 6M | -8.6% | +44.2% | -52.8% | -16.6% |
| YTD | -8.6% | +64.0% | -72.6% | -19.4% |
| 1Y | -19.7% | +65.7% | -85.4% | -29.5% |
| 3Y | +48.4% | +54.1% | -5.7% | +29.2% |
| 5Y | -22.7% | +44.7% | -67.4% | -35.0% |
| All | +142.1% | +65.5% | +76.6% | +94.6% |
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 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