+35.4%
CVS vs RBRK
+6.4%
+29.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.4% |
| 7D | +4.0% | +0.7% | +3.3% | +4.0% |
| 30D | -2.4% | +10.4% | -12.8% | -1.7% |
| 3M | +2.7% | +21.6% | -19.0% | +4.1% |
| 6M | +21.9% | +70.7% | -48.8% | +24.5% |
| YTD | +24.7% | +22.5% | +2.3% | +27.2% |
| 1Y | +35.4% | +8.2% | +27.2% | +36.8% |
| All | +35.4% | +6.4% | +29.0% | +36.8% |
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 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