-26.2%
CLX vs RBRK
+5.6%
-31.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.3% |
| 7D | -5.7% | -7.5% | +1.8% | -6.1% |
| 30D | -17.0% | -10.4% | -6.6% | -17.4% |
| 3M | -9.7% | +21.3% | -31.0% | -7.6% |
| 6M | -19.8% | +50.6% | -70.5% | -15.7% |
| YTD | -9.8% | +13.3% | -23.1% | -7.0% |
| 1Y | -26.2% | +11.2% | -37.4% | -23.6% |
| All | -26.2% | +5.6% | -31.8% | -23.6% |
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