+1,584.9%
CAH vs RBA
+4,097.8%
-2,512.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +36.5% |
| 1Y | +36.7% | -4.2% | +40.9% | +36.3% |
| 3Y | +178.2% | +64.1% | +114.1% | +148.7% |
| 5Y | +515.8% | +48.4% | +467.4% | +449.8% |
| 10Y | +411.8% | +209.9% | +201.9% | +282.8% |
| All | +1,584.9% | +4,097.8% | -2,512.9% | +745.8% |
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 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