-0.7%
CARR vs RBRK
+124.5%
-125.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +4.0% | +1.7% |
| 7D | -3.8% | -7.5% | +3.7% | -3.1% |
| 30D | -8.9% | -10.4% | +1.5% | -8.3% |
| 3M | -17.3% | +21.3% | -38.6% | -18.9% |
| 6M | -1.4% | +50.6% | -52.0% | -5.3% |
| YTD | +10.0% | +13.3% | -3.3% | +8.7% |
| 1Y | -6.4% | +11.2% | -17.6% | -7.8% |
| All | -0.7% | +124.5% | -125.1% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling