+140.1%
RBRK vs CNH
+32.5%
+107.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.4% |
| 7D | +1.9% | +1.8% | 0.0% | +1.6% |
| 30D | -9.3% | +32.6% | -41.9% | -13.1% |
| 3M | +23.8% | +29.4% | -5.6% | +18.5% |
| 6M | +55.4% | +26.0% | +29.4% | +48.4% |
| YTD | +16.1% | +52.2% | -36.1% | +2.0% |
| 1Y | -9.8% | +23.9% | -33.7% | -13.7% |
| All | +140.1% | +32.5% | +107.6% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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