+35.2%
RRC vs CLBK
+62.6%
-27.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.8% |
| 7D | +2.5% | +2.5% | +0.1% | +2.6% |
| 30D | +21.1% | +3.7% | +17.5% | +21.3% |
| 3M | +28.4% | -3.3% | +31.6% | +28.0% |
| 6M | +26.5% | +29.6% | -3.2% | +29.3% |
| YTD | +47.0% | +60.3% | -13.2% | +54.2% |
| 1Y | +35.2% | +63.4% | -28.2% | +39.6% |
| All | +35.2% | +62.6% | -27.4% | +39.6% |
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