+1,397.6%
CAH vs RBA
+3,565.6%
-2,168.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +5.4% | -2.9% | +8.3% | +5.9% |
| 30D | +3.3% | -12.3% | +15.6% | +5.7% |
| 3M | +22.8% | -20.5% | +43.3% | +27.3% |
| 6M | +11.3% | -18.5% | +29.8% | +14.7% |
| YTD | +21.1% | -18.2% | +39.4% | +24.5% |
| 1Y | +67.2% | -27.5% | +94.7% | +75.4% |
| 3Y | +195.6% | +38.1% | +157.6% | +172.4% |
| 5Y | +413.8% | +44.8% | +369.0% | +359.7% |
| 10Y | +309.6% | +187.1% | +122.4% | +210.9% |
| All | +1,397.6% | +3,565.6% | -2,168.0% | +671.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling