+411.8%
CAH vs RBA
+209.3%
+202.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +5.9% | +0.6% | +5.3% | +5.8% |
| 30D | +16.5% | +9.0% | +7.6% | +14.7% |
| 3M | +15.7% | +7.2% | +8.6% | +14.1% |
| 6M | +52.7% | -7.8% | +60.5% | +53.9% |
| YTD | +36.3% | -6.4% | +42.6% | +36.4% |
| 1Y | +36.7% | -4.2% | +40.9% | +36.2% |
| 3Y | +178.2% | +64.1% | +114.1% | +147.1% |
| 5Y | +515.8% | +48.4% | +467.4% | +448.4% |
| 10Y | +411.8% | +209.9% | +201.9% | +247.1% |
| All | +411.8% | +209.3% | +202.5% | +247.1% |
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