+53.7%
CEG vs RBRK
+124.5%
-70.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.1% |
| 7D | -4.8% | -7.5% | +2.7% | -3.3% |
| 30D | +2.3% | -10.4% | +12.8% | +4.0% |
| 3M | +15.6% | +21.3% | -5.7% | +9.2% |
| 6M | -5.0% | +50.6% | -55.7% | -16.0% |
| YTD | -19.0% | +13.3% | -32.3% | -23.4% |
| 1Y | -10.0% | +11.2% | -21.2% | -15.4% |
| All | +53.7% | +124.5% | -70.7% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling