+617.4%
RVMD vs CLBK
+48.9%
+568.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -1.2% | +1.1% | -2.3% | -1.6% |
| 30D | +1.1% | +7.8% | -6.7% | -1.7% |
| 3M | +39.6% | +23.9% | +15.8% | +28.9% |
| 6M | +110.7% | +42.3% | +68.4% | +84.2% |
| YTD | +160.3% | +65.4% | +94.9% | +113.8% |
| 1Y | +404.9% | +70.3% | +334.6% | +307.2% |
| 3Y | +545.5% | +54.5% | +491.0% | +426.6% |
| 5Y | +584.7% | +43.1% | +541.6% | +439.7% |
| All | +617.4% | +48.9% | +568.5% | +449.3% |
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