-67.3%
CSGP vs RBRK
+130.1%
-197.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.1% |
| 7D | -5.4% | +1.9% | -7.3% | -5.6% |
| 30D | -6.0% | -9.3% | +3.2% | -5.2% |
| 3M | -12.8% | +23.8% | -36.6% | -16.3% |
| 6M | -38.9% | +55.4% | -94.3% | -43.6% |
| YTD | -56.0% | +16.1% | -72.1% | -58.1% |
| 1Y | -66.4% | -9.8% | -56.6% | -67.2% |
| All | -67.3% | +130.1% | -197.4% | -72.6% |
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