+134.2%
RBRK vs CP
+12.0%
+122.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.8% |
| 7D | -7.5% | -2.6% | -4.9% | -6.3% |
| 30D | -10.4% | -3.7% | -6.7% | -8.6% |
| 3M | +21.3% | +0.1% | +21.1% | +21.0% |
| 6M | +50.6% | +7.8% | +42.8% | +42.6% |
| YTD | +13.3% | +21.7% | -8.4% | -1.6% |
| 1Y | +11.2% | +18.6% | -7.4% | -1.7% |
| All | +134.2% | +12.0% | +122.2% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling