+134.2%
RBRK vs CG
+0.2%
+134.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.6% |
| 7D | -7.5% | -9.9% | +2.4% | -2.3% |
| 30D | -10.4% | -11.7% | +1.2% | -4.2% |
| 3M | +21.3% | -4.3% | +25.6% | +23.6% |
| 6M | +50.6% | -8.8% | +59.4% | +56.6% |
| YTD | +13.3% | -26.9% | +40.2% | +31.9% |
| 1Y | +11.2% | -35.4% | +46.7% | +38.3% |
| All | +134.2% | +0.2% | +134.0% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…
5y analysis · Full analysis span regression · 6 months rolling