-98.1%
CAPR vs RBA
+604.8%
-702.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +29.7% | +7.3% | +22.4% | +27.8% |
| 30D | +11.0% | +16.9% | -6.0% | +7.2% |
| 3M | +118.8% | -0.5% | +119.3% | +117.9% |
| 6M | -73.9% | -10.4% | -63.5% | -73.7% |
| YTD | -70.2% | -7.2% | -63.0% | -70.4% |
| 1Y | +38.3% | -2.2% | +40.5% | +35.7% |
| 3Y | +199.7% | +43.7% | +155.9% | +167.4% |
| 5Y | +130.6% | +38.7% | +91.9% | +103.2% |
| 10Y | -68.5% | +231.7% | -300.2% | -77.9% |
| All | -98.1% | +604.8% | -702.9% | -98.7% |
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