+141.7%
RNG vs CLBK
+73.3%
+68.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +5.8% | +1.2% | +4.6% | +5.3% |
| 30D | +19.6% | +9.1% | +10.5% | +15.5% |
| 3M | +67.0% | +27.7% | +39.3% | +48.8% |
| 6M | +88.4% | +40.8% | +47.5% | +58.9% |
| YTD | +155.5% | +66.4% | +89.1% | +102.3% |
| 1Y | +141.7% | +72.4% | +69.3% | +84.1% |
| All | +141.7% | +73.3% | +68.4% | +84.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling