-65.7%
CSGP vs RBRK
+184.7%
-250.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +2.9% |
| 7D | +1.3% | +3.9% | -2.6% | +0.9% |
| 30D | +2.8% | -3.5% | +6.4% | +2.7% |
| 3M | -6.3% | +4.6% | -10.9% | -8.2% |
| 6M | -3.2% | +84.7% | -87.9% | -13.2% |
| YTD | -54.0% | +43.7% | -97.6% | -57.8% |
| 1Y | -54.8% | +55.8% | -110.7% | -59.2% |
| All | -65.7% | +184.7% | -250.4% | -72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling