+8.2%
RBRK vs CF
+62.4%
-54.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +1.1% |
| 7D | +0.7% | +6.0% | -5.3% | +1.7% |
| 30D | +10.4% | +14.8% | -4.4% | +13.0% |
| 3M | +21.6% | +14.1% | +7.6% | +24.7% |
| 6M | +70.7% | +28.5% | +42.2% | +78.4% |
| YTD | +22.5% | +74.9% | -52.5% | +48.3% |
| 1Y | +8.2% | +61.7% | -53.5% | +30.7% |
| All | +8.2% | +62.4% | -54.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling