+42.1%
RRC vs CLBK
+65.7%
-23.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.5% |
| 7D | -6.8% | +4.6% | -11.4% | -6.6% |
| 30D | +34.7% | -1.5% | +36.2% | +34.6% |
| 3M | +31.5% | +4.4% | +27.1% | +32.0% |
| 6M | +21.8% | +31.7% | -9.9% | +24.7% |
| YTD | +48.9% | +58.7% | -9.9% | +55.6% |
| 1Y | +42.1% | +64.9% | -22.8% | +47.3% |
| All | +42.1% | +65.7% | -23.7% | +47.3% |
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