+147.1%
RRX vs CLBK
+65.5%
+81.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -0.3% | -1.5% | +1.1% | +0.5% |
| 30D | -6.1% | -1.0% | -5.1% | -5.6% |
| 3M | -23.1% | +22.9% | -46.0% | -32.1% |
| 6M | -19.5% | +44.2% | -63.7% | -35.2% |
| YTD | +16.1% | +64.0% | -47.9% | -13.6% |
| 1Y | +12.9% | +65.7% | -52.7% | -16.9% |
| 3Y | +7.9% | +54.1% | -46.1% | -19.3% |
| 5Y | +19.1% | +44.7% | -25.6% | -15.3% |
| All | +147.1% | +65.5% | +81.7% | +61.5% |
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