+140.1%
RBRK vs CDW
-38.4%
+178.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.4% |
| 7D | +1.9% | -4.2% | +6.1% | +3.8% |
| 30D | -9.3% | +4.9% | -14.1% | -11.0% |
| 3M | +23.8% | +7.3% | +16.5% | +18.7% |
| 6M | +55.4% | +19.2% | +36.2% | +38.6% |
| YTD | +16.1% | +6.2% | +9.9% | +9.2% |
| 1Y | -9.8% | -14.0% | +4.2% | -5.6% |
| All | +140.1% | -38.4% | +178.4% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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