+90.0%
RSG vs CLBK
+43.5%
+46.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | 0.0% | -1.5% | +1.5% | +0.1% |
| 30D | +4.0% | -1.0% | +5.0% | +4.0% |
| 3M | +7.4% | +22.9% | -15.5% | +5.9% |
| 6M | +0.1% | +44.2% | -44.1% | -2.3% |
| YTD | +6.0% | +64.0% | -57.9% | +2.5% |
| 1Y | -3.0% | +65.7% | -68.6% | -6.3% |
| 3Y | +56.5% | +54.1% | +2.4% | +50.7% |
| All | +90.0% | +43.5% | +46.5% | +81.1% |
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 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