-2.7%
CEG vs RBRK
+6.4%
-9.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.8% |
| 7D | +8.0% | +0.7% | +7.4% | +8.0% |
| 30D | +12.9% | +10.4% | +2.5% | +12.7% |
| 3M | +13.2% | +21.6% | -8.5% | +12.7% |
| 6M | -7.0% | +70.7% | -77.7% | -8.6% |
| YTD | -15.0% | +22.5% | -37.5% | -16.5% |
| 1Y | -2.7% | +8.2% | -11.0% | -5.5% |
| All | -2.7% | +6.4% | -9.2% | -5.5% |
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