+18.8%
CLF vs RBRK
+6.4%
+12.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.7% |
| 7D | +7.6% | +0.7% | +6.9% | +7.5% |
| 30D | -1.2% | +10.4% | -11.6% | -1.8% |
| 3M | -13.4% | +21.6% | -35.0% | -14.3% |
| 6M | +15.4% | +70.7% | -55.3% | +10.9% |
| YTD | -5.9% | +22.5% | -28.3% | -8.3% |
| 1Y | +18.8% | +8.2% | +10.6% | +16.8% |
| All | +18.8% | +6.4% | +12.4% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling