-8.7%
CEG vs RBRK
+57.6%
-66.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -1.8% |
| 7D | +1.3% | +1.9% | -0.5% | +1.4% |
| 30D | +8.8% | -9.3% | +18.1% | +8.8% |
| 3M | +17.0% | +23.8% | -6.8% | +19.0% |
| 6M | -8.7% | +55.4% | -64.1% | -9.2% |
| All | -8.7% | +57.6% | -66.4% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling