+71.8%
CB vs RBA
+42.3%
+29.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.7% |
| 7D | +0.2% | +4.3% | -4.0% | 0.0% |
| 30D | +9.1% | +16.3% | -7.3% | +7.9% |
| 3M | +3.4% | +1.3% | +2.1% | +3.1% |
| 6M | +14.1% | -11.1% | +25.2% | +14.3% |
| YTD | +18.0% | -8.5% | +26.5% | +17.4% |
| 1Y | +30.1% | -2.1% | +32.3% | +28.3% |
| 3Y | +71.8% | +44.6% | +27.2% | +70.1% |
| All | +71.8% | +42.3% | +29.5% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling