+217.6%
CB vs RBA
+187.5%
+30.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.5% | -2.9% | +3.4% | +1.0% |
| 30D | -3.1% | -12.3% | +9.2% | -0.8% |
| 3M | +9.0% | -20.5% | +29.5% | +13.1% |
| 6M | +2.9% | -18.5% | +21.4% | +6.0% |
| YTD | +10.1% | -18.2% | +28.3% | +12.9% |
| 1Y | +22.8% | -27.5% | +50.3% | +29.0% |
| 3Y | +73.8% | +38.1% | +35.7% | +56.7% |
| 5Y | +99.2% | +44.8% | +54.4% | +73.1% |
| All | +217.6% | +187.5% | +30.1% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling