+140.1%
RBRK vs CP
+13.1%
+127.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.5% |
| 7D | +1.9% | +0.6% | +1.3% | +1.6% |
| 30D | -9.3% | -0.5% | -8.8% | -9.0% |
| 3M | +23.8% | +0.1% | +23.7% | +23.6% |
| 6M | +55.4% | +7.8% | +47.5% | +47.2% |
| YTD | +16.1% | +22.9% | -6.7% | +0.4% |
| 1Y | -9.8% | +21.3% | -31.1% | -21.6% |
| All | +140.1% | +13.1% | +127.0% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling