-5.5%
CAG vs RBRK
+64.4%
-69.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.1% | +3.8% | +6.1% |
| 7D | +9.7% | -12.5% | +22.2% | +8.9% |
| 30D | +15.8% | -3.0% | +18.8% | +15.6% |
| 3M | +1.8% | +46.9% | -45.1% | +4.1% |
| 6M | +11.5% | +105.4% | -93.9% | +16.4% |
| YTD | -6.7% | +55.6% | -62.3% | -3.4% |
| All | -5.5% | +64.4% | -69.9% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling