+140.1%
RBRK vs CART
+39.5%
+100.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.2% | -2.0% |
| 7D | +1.9% | -9.5% | +11.4% | +5.6% |
| 30D | -9.3% | -7.8% | -1.5% | -6.8% |
| 3M | +23.8% | +10.4% | +13.4% | +18.8% |
| 6M | +55.4% | +20.1% | +35.3% | +43.3% |
| YTD | +16.1% | +3.7% | +12.4% | +12.8% |
| 1Y | -9.8% | +2.6% | -12.4% | -13.0% |
| All | +140.1% | +39.5% | +100.5% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling