+1,580.9%
CAH vs RBA
+4,118.8%
-2,538.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +9.4% | +3.2% | +6.2% | +8.8% |
| 30D | +16.5% | +12.0% | +4.5% | +14.1% |
| 3M | +17.0% | +2.9% | +14.1% | +16.1% |
| 6M | +51.4% | -6.3% | +57.7% | +52.1% |
| YTD | +36.0% | -5.9% | +41.9% | +36.1% |
| 1Y | +36.0% | -3.9% | +39.9% | +35.5% |
| 3Y | +177.5% | +64.9% | +112.6% | +147.9% |
| 5Y | +509.2% | +48.5% | +460.7% | +443.9% |
| 10Y | +408.1% | +211.8% | +196.3% | +279.6% |
| All | +1,580.9% | +4,118.8% | -2,538.0% | +743.0% |
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