+19.9%
CMS vs RBRK
+124.5%
-104.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.9% |
| 7D | -1.9% | -7.5% | +5.6% | -2.1% |
| 30D | -4.1% | -10.4% | +6.3% | -4.3% |
| 3M | -7.1% | +21.3% | -28.4% | -6.4% |
| 6M | -10.1% | +50.6% | -60.7% | -8.7% |
| YTD | -1.7% | +13.3% | -15.0% | -0.7% |
| 1Y | -3.4% | +11.2% | -14.6% | -2.3% |
| All | +19.9% | +124.5% | -104.6% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling