+71.6%
RMD vs CLBK
+54.8%
+16.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -0.2% | +2.5% | -2.6% | -0.6% |
| 30D | +1.6% | +3.7% | -2.0% | +1.0% |
| 3M | +6.0% | -3.3% | +9.3% | +6.5% |
| 6M | +17.9% | +29.6% | -11.7% | +12.5% |
| YTD | 0.0% | +60.3% | -60.3% | -7.9% |
| 1Y | -4.5% | +63.4% | -67.9% | -12.4% |
| All | +71.6% | +54.8% | +16.8% | +58.4% |
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