+121.9%
RNG vs CLBK
+52.2%
+69.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -6.1% | -1.5% | -4.6% | -5.4% |
| 30D | +9.6% | -1.0% | +10.6% | +10.2% |
| 3M | +83.3% | +22.9% | +60.4% | +64.7% |
| 6M | +77.9% | +44.2% | +33.7% | +46.6% |
| YTD | +139.9% | +64.0% | +76.0% | +85.6% |
| 1Y | +121.7% | +65.7% | +56.0% | +69.8% |
| 3Y | +121.9% | +54.1% | +67.8% | +69.9% |
| All | +121.9% | +52.2% | +69.7% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling