+5.4%
RNG vs CLBK
+66.9%
-61.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.1% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | +11.4% | +7.8% | +3.6% | +7.9% |
| 3M | +72.1% | +23.9% | +48.2% | +57.0% |
| 6M | +67.9% | +42.3% | +25.6% | +44.2% |
| YTD | +144.3% | +65.4% | +79.0% | +97.2% |
| 1Y | +117.5% | +70.3% | +47.2% | +73.0% |
| 3Y | +123.9% | +54.5% | +69.4% | +82.3% |
| 5Y | -70.1% | +43.1% | -113.2% | -75.4% |
| All | +5.4% | +66.9% | -61.5% | -14.2% |
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