-31.9%
CEG vs RBRK
+62.9%
-94.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.8% | -6.8% |
| 7D | -4.8% | -12.5% | +7.7% | -4.2% |
| 30D | -8.2% | -3.0% | -5.2% | -8.1% |
| 3M | -7.9% | +46.9% | -54.8% | -9.0% |
| 6M | -23.2% | +105.4% | -128.6% | -26.8% |
| YTD | -30.1% | +55.6% | -85.7% | -31.3% |
| 1Y | -31.9% | +63.9% | -95.8% | -31.7% |
| All | -31.9% | +62.9% | -94.8% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling