+67.2%
CAH vs RBRK
+6.4%
+60.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.5% |
| 7D | +5.4% | +0.7% | +4.7% | +5.4% |
| 30D | +3.3% | +10.4% | -7.1% | +3.9% |
| 3M | +22.8% | +21.6% | +1.1% | +24.1% |
| 6M | +11.3% | +70.7% | -59.4% | +14.1% |
| YTD | +21.1% | +22.5% | -1.3% | +24.6% |
| 1Y | +67.2% | +8.2% | +59.0% | +73.1% |
| All | +67.2% | +6.4% | +60.8% | +73.1% |
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