+701.3%
CLS vs RBRK
+124.5%
+576.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.5% | +9.1% | +7.5% |
| 7D | +10.9% | -7.5% | +18.4% | +13.9% |
| 30D | +2.1% | -10.4% | +12.5% | +5.5% |
| 3M | -10.2% | +21.3% | -31.5% | -18.3% |
| 6M | +30.4% | +50.6% | -20.3% | +7.4% |
| YTD | +17.2% | +13.3% | +3.9% | +8.1% |
| 1Y | +41.0% | +11.2% | +29.8% | +30.3% |
| All | +701.3% | +124.5% | +576.8% | +453.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling