+100.1%
CMI vs RBRK
+124.5%
-24.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.8% | +1.5% |
| 7D | -0.7% | -7.5% | +6.8% | 0.0% |
| 30D | -12.4% | -10.4% | -2.0% | -11.7% |
| 3M | -14.8% | +21.3% | -36.0% | -16.8% |
| 6M | +0.8% | +50.6% | -49.8% | -4.7% |
| YTD | +10.2% | +13.3% | -3.1% | +7.2% |
| 1Y | +37.4% | +11.2% | +26.2% | +33.4% |
| All | +100.1% | +124.5% | -24.4% | +77.3% |
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