+134.0%
CNC vs RBRK
+6.4%
+127.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.5% |
| 7D | +3.5% | +0.7% | +2.9% | +3.5% |
| 30D | +0.1% | +10.4% | -10.4% | -0.1% |
| 3M | +6.9% | +21.6% | -14.7% | +6.9% |
| 6M | +49.0% | +70.7% | -21.7% | +48.4% |
| YTD | +62.9% | +22.5% | +40.4% | +59.1% |
| 1Y | +134.0% | +8.2% | +125.8% | +129.2% |
| All | +134.0% | +6.4% | +127.6% | +129.2% |
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