-29.6%
CLS vs RBRK
+62.9%
-92.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.1% | -11.2% | -9.5% |
| 7D | -21.1% | -12.5% | -8.6% | -19.0% |
| 30D | -38.2% | -3.0% | -35.2% | -37.8% |
| 3M | -36.3% | +46.9% | -83.2% | -41.0% |
| 6M | -43.8% | +105.4% | -149.2% | -51.5% |
| YTD | -20.0% | +55.6% | -75.6% | -22.2% |
| 1Y | -29.6% | +63.9% | -93.5% | -28.8% |
| All | -29.6% | +62.9% | -92.5% | -28.8% |
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