-73.8%
CAPR vs RBA
-12.2%
-61.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +4.3% |
| 7D | +41.1% | +4.3% | +36.8% | +42.3% |
| 30D | +11.1% | +16.3% | -5.2% | +17.2% |
| 3M | +115.3% | +1.3% | +114.0% | +119.6% |
| 6M | -73.8% | -11.1% | -62.8% | -71.0% |
| All | -73.8% | -12.2% | -61.6% | -71.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling