+243.0%
CB vs RBA
+236.6%
+6.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.9% |
| 7D | -1.5% | +2.5% | -4.0% | -2.0% |
| 30D | +6.5% | +11.6% | -5.0% | +4.3% |
| 3M | +4.1% | +1.5% | +2.6% | +3.6% |
| 6M | +14.4% | -6.6% | +21.0% | +15.0% |
| YTD | +17.5% | -6.3% | +23.8% | +17.3% |
| 1Y | +27.5% | -4.0% | +31.5% | +26.6% |
| 3Y | +71.6% | +47.3% | +24.3% | +53.3% |
| 5Y | +100.6% | +47.7% | +53.0% | +75.7% |
| 10Y | +243.0% | +224.7% | +18.3% | +125.3% |
| All | +243.0% | +236.6% | +6.4% | +125.3% |
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