-33.7%
CLF vs RBRK
+130.1%
-163.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -1.1% |
| 7D | -2.7% | +1.9% | -4.5% | -3.0% |
| 30D | -3.2% | -9.3% | +6.1% | -1.9% |
| 3M | -5.0% | +23.8% | -28.8% | -9.8% |
| 6M | +26.6% | +55.4% | -28.8% | +13.6% |
| YTD | -9.0% | +16.1% | -25.1% | -13.7% |
| 1Y | +11.8% | -9.8% | +21.7% | +11.1% |
| All | -33.7% | +130.1% | -163.8% | -50.5% |
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 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