+63.9%
RBRK vs CPB
-18.4%
+82.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.9% | -3.8% | +2.3% |
| 7D | -12.5% | +13.0% | -25.5% | -12.3% |
| 30D | -3.0% | +20.5% | -23.5% | -3.0% |
| 3M | +46.9% | +2.2% | +44.7% | +47.0% |
| 6M | +105.4% | +15.4% | +90.0% | +104.9% |
| YTD | +55.6% | -12.3% | +67.9% | +56.5% |
| 1Y | +63.9% | -18.0% | +81.9% | +65.0% |
| All | +63.9% | -18.4% | +82.3% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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