+63.9%
RBRK vs CRS
-3.8%
+67.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.2% |
| 7D | -12.5% | +4.3% | -16.8% | -12.7% |
| 30D | -3.0% | -25.5% | +22.5% | -0.6% |
| 3M | +46.9% | -48.7% | +95.6% | +57.3% |
| 6M | +105.4% | -31.6% | +137.0% | +115.1% |
| YTD | +55.6% | -7.0% | +62.6% | +61.6% |
| 1Y | +63.9% | -4.5% | +68.4% | +70.3% |
| All | +63.9% | -3.8% | +67.7% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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