+583.5%
RVMD vs CLBK
+41.8%
+541.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -3.6% | -1.4% | -2.2% | -3.2% |
| 30D | -1.1% | +4.5% | -5.6% | -2.2% |
| 3M | +41.0% | +22.8% | +18.2% | +33.6% |
| 6M | +105.7% | +43.4% | +62.3% | +86.7% |
| YTD | +155.3% | +64.1% | +91.2% | +122.6% |
| 1Y | +402.7% | +67.6% | +335.2% | +334.0% |
| 3Y | +533.1% | +53.3% | +479.8% | +452.8% |
| 5Y | +583.5% | +44.8% | +538.7% | +483.7% |
| All | +583.5% | +41.8% | +541.7% | +483.7% |
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