+18.1%
RRX vs CLBK
+43.5%
-25.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -0.3% | -1.5% | +1.1% | +0.3% |
| 30D | -6.1% | -1.0% | -5.1% | -5.7% |
| 3M | -23.1% | +22.9% | -46.0% | -30.5% |
| 6M | -19.5% | +44.2% | -63.7% | -32.5% |
| YTD | +16.1% | +64.0% | -47.9% | -8.6% |
| 1Y | +12.9% | +65.7% | -52.7% | -11.8% |
| 3Y | +7.9% | +54.1% | -46.1% | -14.1% |
| All | +18.1% | +43.5% | -25.4% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling