+4.6%
CHD vs RBA
+29.1%
-24.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.9% |
| 7D | -2.9% | -1.1% | -1.9% | -2.8% |
| 30D | -6.2% | -13.2% | +7.0% | -5.2% |
| 3M | +1.6% | -21.4% | +22.9% | +3.2% |
| 6M | -3.5% | -20.9% | +17.3% | -2.0% |
| YTD | +16.2% | -19.9% | +36.1% | +17.7% |
| 1Y | +3.4% | -28.7% | +32.1% | +5.7% |
| 3Y | +4.6% | +27.4% | -22.8% | +1.8% |
| All | +4.6% | +29.1% | -24.5% | +1.8% |
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