+116.9%
CFG vs RBRK
+130.1%
-13.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.6% |
| 7D | -0.6% | +1.9% | -2.5% | -0.8% |
| 30D | -4.5% | -9.3% | +4.7% | -3.8% |
| 3M | +6.3% | +23.8% | -17.5% | +3.1% |
| 6M | +20.6% | +55.4% | -34.8% | +12.8% |
| YTD | +21.2% | +16.1% | +5.1% | +17.4% |
| 1Y | +38.2% | -9.8% | +48.0% | +38.0% |
| All | +116.9% | +130.1% | -13.2% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling