+147.6%
RBRK vs CART
+43.6%
+104.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.8% | 0.0% |
| 7D | +3.7% | -4.1% | +7.7% | +5.1% |
| 30D | +1.7% | -4.3% | +6.1% | +3.2% |
| 3M | +27.7% | +13.1% | +14.6% | +21.5% |
| 6M | +60.3% | +26.0% | +34.3% | +45.1% |
| YTD | +19.8% | +6.7% | +13.1% | +15.2% |
| 1Y | -4.2% | +6.3% | -10.4% | -8.7% |
| All | +147.6% | +43.6% | +104.1% | +90.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling