-16.5%
CRH vs RBRK
+46.9%
-63.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +4.4% | -14.8% | +19.2% | +4.7% |
| 30D | +16.4% | -14.5% | +30.9% | +16.6% |
| 3M | -2.5% | +25.0% | -27.5% | -3.5% |
| 6M | -16.9% | +83.0% | -99.9% | -18.1% |
| YTD | -23.2% | +38.3% | -61.5% | -24.2% |
| 1Y | -16.5% | +47.8% | -64.3% | -17.3% |
| All | -16.5% | +46.9% | -63.3% | -17.3% |
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 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