+153.3%
RMD vs CLBK
+67.9%
+85.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.0% | +1.2% | -6.2% | -5.3% |
| 30D | +2.2% | +9.1% | -6.9% | 0.0% |
| 3M | +17.8% | +27.7% | -9.8% | +10.9% |
| 6M | -11.3% | +40.8% | -52.2% | -18.7% |
| YTD | -4.4% | +66.4% | -70.8% | -16.0% |
| 1Y | -15.7% | +72.4% | -88.1% | -26.8% |
| 3Y | +47.7% | +50.7% | -2.9% | +29.6% |
| 5Y | -19.2% | +42.9% | -62.1% | -31.5% |
| All | +153.3% | +67.9% | +85.4% | +102.8% |
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