-9.6%
CCI vs RBRK
+124.5%
-134.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.4% |
| 7D | -0.3% | -7.5% | +7.2% | -0.2% |
| 30D | +2.2% | -10.4% | +12.7% | +2.3% |
| 3M | -16.9% | +21.3% | -38.2% | -17.3% |
| 6M | -11.5% | +50.6% | -62.2% | -12.6% |
| YTD | -12.8% | +13.3% | -26.1% | -13.8% |
| 1Y | -17.1% | +11.2% | -28.3% | -18.0% |
| All | -9.6% | +124.5% | -134.0% | -9.4% |
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