+120.4%
CFG vs RBRK
+124.5%
-4.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.8% | +1.5% |
| 7D | -0.4% | -7.5% | +7.1% | +0.4% |
| 30D | -4.6% | -10.4% | +5.8% | -3.8% |
| 3M | +6.7% | +21.3% | -14.6% | +3.7% |
| 6M | +22.1% | +50.6% | -28.5% | +14.6% |
| YTD | +23.2% | +13.3% | +9.9% | +19.6% |
| 1Y | +40.3% | +11.2% | +29.0% | +35.6% |
| All | +120.4% | +124.5% | -4.1% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling