+149.3%
RRX vs CLBK
+66.9%
+82.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | +4.3% | +1.1% | +3.1% | +3.6% |
| 30D | -8.0% | +7.8% | -15.8% | -12.0% |
| 3M | -22.0% | +23.9% | -45.9% | -31.5% |
| 6M | -11.9% | +42.3% | -54.2% | -28.6% |
| YTD | +17.1% | +65.4% | -48.3% | -13.3% |
| 1Y | +14.9% | +70.3% | -55.4% | -16.8% |
| 3Y | +6.9% | +54.5% | -47.6% | -20.2% |
| 5Y | +19.6% | +43.1% | -23.6% | -14.1% |
| All | +149.3% | +66.9% | +82.4% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling