+302.3%
CAH vs RBA
+189.2%
+113.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.2% | -1.9% | -0.3% | -1.9% |
| 30D | +1.2% | -13.0% | +14.2% | +3.7% |
| 3M | +13.1% | -23.1% | +36.2% | +18.0% |
| 6M | +8.5% | -22.6% | +31.1% | +12.9% |
| YTD | +17.6% | -20.4% | +38.0% | +21.4% |
| 1Y | +60.7% | -29.6% | +90.2% | +69.6% |
| 3Y | +183.2% | +26.6% | +156.6% | +163.4% |
| 5Y | +402.2% | +38.2% | +364.0% | +348.6% |
| 10Y | +302.3% | +194.7% | +107.6% | +170.8% |
| All | +302.3% | +189.2% | +113.1% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling