+153.2%
RBRK vs CART
+52.8%
+100.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +2.9% | +2.1% |
| 7D | +0.7% | +1.0% | -0.4% | +0.3% |
| 30D | +10.4% | +12.6% | -2.2% | +5.6% |
| 3M | +21.6% | +23.1% | -1.5% | +12.2% |
| 6M | +70.7% | +39.5% | +31.2% | +49.0% |
| YTD | +22.5% | +13.5% | +8.9% | +15.2% |
| 1Y | +8.2% | +14.9% | -6.6% | +0.2% |
| All | +153.2% | +52.8% | +100.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling