+2.4%
CL vs RBRK
+124.5%
-122.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -1.4% |
| 7D | -2.2% | -7.5% | +5.3% | -2.6% |
| 30D | -6.0% | -10.4% | +4.4% | -6.3% |
| 3M | -2.3% | +21.3% | -23.6% | -1.1% |
| 6M | -2.0% | +50.6% | -52.6% | +0.8% |
| YTD | +11.8% | +13.3% | -1.5% | +13.7% |
| 1Y | +5.8% | +11.2% | -5.4% | +7.7% |
| All | +2.4% | +124.5% | -122.1% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling