+128.6%
CHD vs RBA
+189.2%
-60.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -4.2% | -1.9% | -2.3% | -4.0% |
| 30D | -7.6% | -13.0% | +5.4% | -6.4% |
| 3M | -1.6% | -23.1% | +21.5% | +0.6% |
| 6M | -6.3% | -22.6% | +16.3% | -4.3% |
| YTD | +14.6% | -20.4% | +35.0% | +16.5% |
| 1Y | +1.6% | -29.6% | +31.2% | +4.5% |
| 3Y | +3.1% | +26.6% | -23.4% | -0.2% |
| 5Y | +21.1% | +38.2% | -17.1% | +14.8% |
| 10Y | +128.6% | +194.7% | -66.1% | +96.0% |
| All | +128.6% | +189.2% | -60.6% | +96.0% |
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