+3.7%
CL vs RBRK
+130.3%
-126.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.4% | -3.5% | +1.1% | -2.6% |
| 30D | -4.8% | -8.3% | +3.5% | -5.0% |
| 3M | -1.7% | +24.7% | -26.4% | -0.3% |
| 6M | -3.8% | +58.9% | -62.7% | -0.8% |
| YTD | +13.3% | +16.3% | -3.0% | +15.3% |
| 1Y | +8.3% | +10.1% | -1.9% | +10.2% |
| All | +3.7% | +130.3% | -126.6% | +9.0% |
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