+401.3%
CAH vs RBA
+44.6%
+356.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.5% |
| 7D | +0.5% | -1.1% | +1.5% | +0.6% |
| 30D | +1.7% | -13.2% | +14.9% | +3.3% |
| 3M | +17.9% | -21.4% | +39.2% | +20.6% |
| 6M | +10.9% | -20.9% | +31.8% | +13.3% |
| YTD | +17.9% | -19.9% | +37.7% | +20.0% |
| 1Y | +61.7% | -28.7% | +90.4% | +66.8% |
| 3Y | +183.7% | +27.4% | +156.3% | +174.2% |
| 5Y | +401.3% | +41.7% | +359.6% | +378.9% |
| All | +401.3% | +44.6% | +356.7% | +378.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling