+223.5%
RRC vs CLBK
+64.7%
+158.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | -1.7% | -1.5% | -0.3% | -1.1% |
| 30D | +3.6% | +6.7% | -3.1% | +0.6% |
| 3M | +8.8% | +21.2% | -12.3% | -0.3% |
| 6M | +0.8% | +42.0% | -41.2% | -14.3% |
| YTD | +19.0% | +63.3% | -44.3% | -5.8% |
| 1Y | +22.9% | +65.4% | -42.5% | -3.9% |
| 3Y | +32.3% | +52.5% | -20.2% | +2.2% |
| 5Y | +151.6% | +42.0% | +109.6% | +82.4% |
| All | +223.5% | +64.7% | +158.8% | +100.7% |
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 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