+3.5%
RNG vs CLBK
+65.5%
-62.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -6.1% | -1.5% | -4.6% | -5.5% |
| 30D | +9.6% | -1.0% | +10.6% | +10.1% |
| 3M | +83.3% | +22.9% | +60.4% | +67.8% |
| 6M | +77.9% | +44.2% | +33.7% | +51.9% |
| YTD | +139.9% | +64.0% | +76.0% | +94.3% |
| 1Y | +121.7% | +65.7% | +56.0% | +78.3% |
| 3Y | +121.9% | +54.1% | +67.8% | +80.9% |
| 5Y | -68.4% | +44.7% | -113.1% | -74.0% |
| All | +3.5% | +65.5% | -62.0% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling