-22.1%
RMD vs CLBK
+41.8%
-63.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -4.7% | -1.5% | -3.3% | -4.5% |
| 30D | +0.2% | +6.7% | -6.4% | -0.8% |
| 3M | +12.0% | +21.2% | -9.2% | +8.7% |
| 6M | -12.5% | +42.0% | -54.5% | -17.1% |
| YTD | -7.9% | +63.3% | -71.2% | -14.5% |
| 1Y | -20.4% | +65.4% | -85.8% | -26.4% |
| 3Y | +53.1% | +52.5% | +0.7% | +41.4% |
| 5Y | -22.1% | +42.0% | -64.1% | -26.4% |
| All | -22.1% | +41.8% | -63.9% | -26.4% |
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 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