+105.5%
CB vs RBA
+48.6%
+56.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.6% | +7.3% | -4.8% | +1.8% |
| 30D | +11.2% | +16.9% | -5.7% | +9.3% |
| 3M | +5.7% | -0.5% | +6.2% | +5.6% |
| 6M | +15.9% | -10.4% | +26.3% | +16.6% |
| YTD | +20.2% | -7.2% | +27.4% | +19.9% |
| 1Y | +32.4% | -2.2% | +34.6% | +31.1% |
| 3Y | +75.5% | +43.7% | +31.8% | +65.2% |
| 5Y | +105.5% | +38.7% | +66.8% | +104.3% |
| All | +105.5% | +48.6% | +56.9% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling