-13.0%
CTSH vs RBRK
+5.6%
-18.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.2% |
| 7D | -3.7% | -7.5% | +3.8% | -2.7% |
| 30D | +3.7% | -10.4% | +14.1% | +4.8% |
| 3M | +17.9% | +21.3% | -3.4% | +13.9% |
| 6M | -2.6% | +50.6% | -53.3% | -9.7% |
| YTD | -26.4% | +13.3% | -39.7% | -32.0% |
| 1Y | -13.0% | +11.2% | -24.3% | -19.2% |
| All | -13.0% | +5.6% | -18.6% | -19.2% |
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 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