+33.7%
CFG vs RBRK
+62.9%
-29.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.2% | +2.3% |
| 7D | +1.8% | -12.5% | +14.3% | +2.0% |
| 30D | +3.3% | -3.0% | +6.3% | +3.3% |
| 3M | -9.8% | +46.9% | -56.8% | -10.3% |
| 6M | +5.2% | +105.4% | -100.2% | +3.6% |
| YTD | +16.1% | +55.6% | -39.5% | +13.4% |
| 1Y | +33.7% | +63.9% | -30.2% | +31.5% |
| All | +33.7% | +62.9% | -29.2% | +31.5% |
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