+63.9%
RBRK vs CART
+61.3%
+2.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.6% | +1.5% |
| 7D | -12.5% | +1.4% | -13.9% | -13.0% |
| 30D | -3.0% | +29.7% | -32.7% | -12.4% |
| 3M | +46.9% | +29.7% | +17.2% | +31.6% |
| 6M | +105.4% | +36.8% | +68.6% | +78.8% |
| YTD | +55.6% | +31.7% | +23.9% | +39.2% |
| 1Y | +63.9% | +62.4% | +1.5% | +35.9% |
| All | +63.9% | +61.3% | +2.6% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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