+192.4%
CHD vs RBA
+207.2%
-14.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +3.6% | +1.7% | +1.9% | +3.5% |
| 30D | +10.4% | +8.3% | +2.1% | +9.5% |
| 3M | +12.2% | +10.5% | +1.6% | +11.0% |
| 6M | +19.9% | -5.9% | +25.8% | +20.3% |
| YTD | +36.4% | -6.9% | +43.3% | +36.6% |
| 1Y | +35.1% | -4.9% | +40.0% | +35.0% |
| 3Y | +29.2% | +64.5% | -35.3% | +21.7% |
| 5Y | +33.4% | +46.1% | -12.7% | +26.0% |
| All | +192.4% | +207.2% | -14.7% | +145.7% |
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