+40.7%
CB vs RBRK
+124.5%
-83.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.1% |
| 7D | -1.0% | -7.5% | +6.5% | -1.0% |
| 30D | -1.5% | -10.4% | +8.9% | -1.5% |
| 3M | +3.5% | +21.3% | -17.8% | +3.6% |
| 6M | +5.4% | +50.6% | -45.2% | +5.6% |
| YTD | +9.0% | +13.3% | -4.3% | +9.3% |
| 1Y | +20.3% | +11.2% | +9.0% | +20.5% |
| All | +40.7% | +124.5% | -83.8% | +38.9% |
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