+67.0%
CVE vs RBRK
+130.1%
-63.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.1% |
| 7D | +2.0% | +1.9% | +0.1% | +1.8% |
| 30D | +13.2% | -9.3% | +22.5% | +13.9% |
| 3M | +21.7% | +23.8% | -2.1% | +18.6% |
| 6M | +48.4% | +55.4% | -7.0% | +40.4% |
| YTD | +100.1% | +16.1% | +84.0% | +94.9% |
| 1Y | +107.8% | -9.8% | +117.7% | +107.7% |
| All | +67.0% | +130.1% | -63.1% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling