-66.7%
CSGP vs RBRK
+186.0%
-252.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -6.1% | +4.4% | -10.5% | -6.6% |
| 30D | +0.3% | -6.8% | +7.2% | +0.7% |
| 3M | -1.3% | +14.1% | -15.4% | -4.5% |
| 6M | -8.9% | +82.5% | -91.5% | -18.2% |
| YTD | -55.2% | +44.3% | -99.6% | -59.0% |
| 1Y | -56.4% | +49.3% | -105.7% | -60.4% |
| All | -66.7% | +186.0% | -252.6% | -73.2% |
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 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