+66.8%
ROL vs CLBK
+64.7%
+2.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -3.3% | -1.5% | -1.8% | -3.1% |
| 30D | -7.2% | +6.7% | -13.9% | -8.1% |
| 3M | -27.0% | +21.2% | -48.1% | -29.0% |
| 6M | -39.5% | +42.0% | -81.5% | -42.5% |
| YTD | -41.8% | +63.3% | -105.1% | -45.8% |
| 1Y | -38.9% | +65.4% | -104.3% | -43.3% |
| 3Y | -0.4% | +52.5% | -52.9% | -8.1% |
| 5Y | -4.2% | +42.0% | -46.2% | -13.8% |
| All | +66.8% | +64.7% | +2.1% | +40.9% |
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 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