-34.7%
ROL vs CLBK
+65.7%
-100.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.7% |
| 7D | +14.6% | +4.6% | +10.0% | +14.2% |
| 30D | +29.3% | -1.5% | +30.8% | +29.1% |
| 3M | +2.0% | +4.4% | -2.4% | +1.3% |
| 6M | -28.5% | +31.7% | -60.2% | -30.9% |
| YTD | -35.3% | +58.7% | -94.0% | -38.6% |
| 1Y | -34.7% | +64.9% | -99.6% | -38.7% |
| All | -34.7% | +65.7% | -100.4% | -38.7% |
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