+37.1%
CAH vs RBRK
+46.1%
-9.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -11.1% | +13.4% | +1.7% |
| 7D | +6.7% | -20.9% | +27.5% | +5.6% |
| 30D | +14.7% | -15.9% | +30.7% | +13.9% |
| 3M | +12.0% | +24.7% | -12.7% | +13.2% |
| 6M | +36.2% | +85.1% | -48.8% | +40.7% |
| YTD | +31.3% | +38.3% | -7.0% | +36.6% |
| 1Y | +37.1% | +46.2% | -9.1% | +42.7% |
| All | +37.1% | +46.1% | -9.0% | +42.7% |
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