+185.3%
RNG vs CLBK
+65.7%
+119.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -9.6% | +4.6% | -14.2% | -10.6% |
| 30D | -1.4% | -1.5% | +0.1% | -0.9% |
| 3M | +28.8% | +4.4% | +24.4% | +26.9% |
| 6M | +65.6% | +31.7% | +33.9% | +47.1% |
| YTD | +171.4% | +58.7% | +112.7% | +131.7% |
| 1Y | +185.3% | +64.9% | +120.5% | +138.4% |
| All | +185.3% | +65.7% | +119.6% | +138.4% |
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 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