+248.2%
CB vs RBA
+224.6%
+23.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.5% |
| 7D | +0.2% | +4.3% | -4.0% | -0.5% |
| 30D | +9.1% | +16.3% | -7.3% | +5.9% |
| 3M | +3.4% | +1.3% | +2.1% | +2.9% |
| 6M | +14.1% | -11.1% | +25.2% | +15.7% |
| YTD | +18.0% | -8.5% | +26.5% | +18.3% |
| 1Y | +30.1% | -2.1% | +32.3% | +28.5% |
| 3Y | +71.8% | +44.6% | +27.2% | +54.0% |
| 5Y | +101.8% | +36.8% | +65.0% | +80.0% |
| All | +248.2% | +224.6% | +23.6% | +130.7% |
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 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