+41.0%
CLS vs RBRK
+5.6%
+35.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.5% | +9.1% | +7.2% |
| 7D | +10.9% | -7.5% | +18.4% | +13.0% |
| 30D | +2.1% | -10.4% | +12.5% | +4.5% |
| 3M | -10.2% | +21.3% | -31.5% | -15.4% |
| 6M | +30.4% | +50.6% | -20.3% | +16.6% |
| YTD | +17.2% | +13.3% | +3.9% | +19.2% |
| 1Y | +41.0% | +11.2% | +29.8% | +49.8% |
| All | +41.0% | +5.6% | +35.4% | +49.8% |
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