-7.9%
CRM vs RBRK
+124.5%
-132.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.5% | +2.7% |
| 7D | -4.4% | -7.5% | +3.1% | -2.2% |
| 30D | +28.1% | -10.4% | +38.6% | +32.1% |
| 3M | +48.8% | +21.3% | +27.6% | +39.4% |
| 6M | +28.3% | +50.6% | -22.4% | +12.5% |
| YTD | -6.0% | +13.3% | -19.3% | -11.9% |
| 1Y | +1.4% | +11.2% | -9.8% | -5.4% |
| All | -7.9% | +124.5% | -132.3% | -33.7% |
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