+281.8%
RSG vs CLBK
+66.9%
+214.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.7% | +1.1% | -1.9% | -1.0% |
| 30D | +3.3% | +7.8% | -4.5% | +1.8% |
| 3M | +8.5% | +23.9% | -15.4% | +4.0% |
| 6M | -3.5% | +42.3% | -45.8% | -10.0% |
| YTD | +5.5% | +65.4% | -59.9% | -4.6% |
| 1Y | -1.7% | +70.3% | -72.1% | -11.9% |
| 3Y | +56.9% | +54.5% | +2.4% | +40.0% |
| 5Y | +89.4% | +43.1% | +46.3% | +62.7% |
| All | +281.8% | +66.9% | +214.9% | +207.8% |
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