+140.1%
RBRK vs CASY
+102.5%
+37.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -14.2% | +11.2% | -0.9% |
| 7D | +1.9% | -16.5% | +18.4% | +4.5% |
| 30D | -9.3% | -26.4% | +17.1% | -5.2% |
| 3M | +23.8% | -17.3% | +41.1% | +26.5% |
| 6M | +55.4% | -5.2% | +60.6% | +52.7% |
| YTD | +16.1% | +14.1% | +2.1% | +8.3% |
| 1Y | -9.8% | +16.6% | -26.4% | -16.7% |
| All | +140.1% | +102.5% | +37.5% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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