+246.7%
CB vs RBA
+225.5%
+21.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +0.7% | +3.2% | -2.5% | +0.1% |
| 30D | +8.2% | +12.0% | -3.8% | +5.8% |
| 3M | +6.3% | +2.9% | +3.4% | +5.5% |
| 6M | +16.2% | -6.3% | +22.4% | +16.7% |
| YTD | +19.3% | -5.9% | +25.2% | +19.0% |
| 1Y | +29.2% | -3.9% | +33.1% | +28.2% |
| 3Y | +71.4% | +64.9% | +6.6% | +49.6% |
| 5Y | +104.2% | +48.5% | +55.8% | +78.6% |
| 10Y | +246.7% | +211.8% | +34.8% | +129.0% |
| All | +246.7% | +225.5% | +21.2% | +129.0% |
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 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