-68.9%
CBRS vs RBA
-5.8%
-63.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.4% | +5.4% | +8.9% |
| 7D | +0.4% | +2.5% | -2.2% | +1.5% |
| 30D | -41.1% | +11.6% | -52.7% | -38.1% |
| 3M | -57.4% | +1.5% | -58.9% | -56.6% |
| All | -68.9% | -5.8% | -63.1% | -69.2% |
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 · Available span rolling