+605.1%
RVMD vs CLBK
+47.6%
+557.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.0% | -1.5% | -1.5% | -2.5% |
| 30D | -0.7% | -1.0% | +0.3% | -0.4% |
| 3M | +36.5% | +22.9% | +13.6% | +26.4% |
| 6M | +104.6% | +44.2% | +60.4% | +78.0% |
| YTD | +155.8% | +64.0% | +91.9% | +110.7% |
| 1Y | +340.7% | +65.7% | +275.0% | +259.1% |
| 3Y | +519.9% | +54.1% | +465.9% | +406.0% |
| 5Y | +584.9% | +44.7% | +540.2% | +434.7% |
| All | +605.1% | +47.6% | +557.5% | +441.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling