+11.2%
RBRK vs CRS
+79.6%
-68.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | -7.5% | -6.8% | -0.7% | -6.8% |
| 30D | -10.4% | -16.1% | +5.7% | -8.8% |
| 3M | +21.3% | -21.2% | +42.4% | +23.9% |
| 6M | +50.6% | +8.7% | +42.0% | +51.0% |
| YTD | +13.3% | +41.0% | -27.7% | +12.9% |
| 1Y | +11.2% | +82.7% | -71.4% | +10.7% |
| All | +11.2% | +79.6% | -68.3% | +10.7% |
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