+50.4%
CCL vs RBRK
+130.3%
-79.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -4.3% | -3.5% | -0.8% | -3.7% |
| 30D | -19.0% | -8.3% | -10.7% | -18.1% |
| 3M | -13.1% | +24.7% | -37.8% | -17.8% |
| 6M | -13.3% | +58.9% | -72.2% | -23.0% |
| YTD | -25.2% | +16.3% | -41.5% | -29.3% |
| 1Y | -27.2% | +10.1% | -37.3% | -31.0% |
| All | +50.4% | +130.3% | -79.9% | +15.7% |
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