+149.2%
CAT vs RBRK
+124.5%
+24.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.9% |
| 7D | +0.6% | -7.5% | +8.1% | +1.3% |
| 30D | -4.3% | -10.4% | +6.1% | -3.6% |
| 3M | -8.6% | +21.3% | -29.9% | -10.7% |
| 6M | +16.1% | +50.6% | -34.5% | +10.2% |
| YTD | +43.8% | +13.3% | +30.5% | +40.7% |
| 1Y | +91.5% | +11.2% | +80.2% | +86.7% |
| All | +149.2% | +124.5% | +24.8% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling