+11.2%
RBRK vs CAI
-26.7%
+38.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.8% |
| 7D | -7.5% | -2.9% | -4.6% | -6.9% |
| 30D | -10.4% | +9.3% | -19.8% | -12.4% |
| 3M | +21.3% | +35.2% | -13.9% | +12.8% |
| 6M | +50.6% | +30.7% | +19.9% | +38.4% |
| YTD | +13.3% | -9.8% | +23.1% | +11.6% |
| 1Y | +11.2% | -28.9% | +40.1% | +11.0% |
| All | +11.2% | -26.7% | +38.0% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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