+8.2%
RBRK vs CNI
+29.8%
-21.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +0.7% | -2.1% | +2.8% | +0.5% |
| 30D | +10.4% | -3.3% | +13.7% | +10.2% |
| 3M | +21.6% | +3.8% | +17.8% | +22.4% |
| 6M | +70.7% | +12.7% | +58.0% | +71.8% |
| YTD | +22.5% | +26.3% | -3.8% | +22.6% |
| 1Y | +8.2% | +29.9% | -21.7% | +5.8% |
| All | +8.2% | +29.8% | -21.5% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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