+65.6%
RRX vs CLBK
+54.0%
+11.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.0% |
| 7D | +4.3% | +0.9% | +3.4% | +3.9% |
| 30D | +12.3% | +3.4% | +8.9% | +10.2% |
| 3M | +3.7% | -4.3% | +7.9% | +5.8% |
| 6M | -13.9% | +28.4% | -42.3% | -26.3% |
| YTD | +26.5% | +59.4% | -33.0% | -5.1% |
| 1Y | +29.3% | +64.8% | -35.5% | -5.0% |
| 3Y | +65.6% | +50.6% | +15.0% | +25.9% |
| All | +65.6% | +54.0% | +11.6% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling