-17.6%
CI vs RBRK
+130.1%
-147.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +0.7% |
| 7D | -1.1% | +1.9% | -3.0% | -1.0% |
| 30D | +0.5% | -9.3% | +9.8% | +0.2% |
| 3M | -5.2% | +23.8% | -29.0% | -4.2% |
| 6M | +4.3% | +55.4% | -51.0% | +5.9% |
| YTD | +2.8% | +16.1% | -13.4% | +3.6% |
| 1Y | -5.8% | -9.8% | +4.0% | -5.5% |
| All | -17.6% | +130.1% | -147.7% | -17.3% |
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