+5,815.5%
CHD vs RBA
+3,565.5%
+2,250.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -2.7% | -2.9% | +0.3% | -2.4% |
| 30D | -4.6% | -12.3% | +7.7% | -3.4% |
| 3M | +5.0% | -20.5% | +25.6% | +7.2% |
| 6M | -3.2% | -18.5% | +15.3% | -1.5% |
| YTD | +18.6% | -18.2% | +36.9% | +20.5% |
| 1Y | +4.8% | -27.5% | +32.3% | +7.7% |
| 3Y | +6.1% | +38.1% | -31.9% | +1.5% |
| 5Y | +24.0% | +44.8% | -20.8% | +16.6% |
| 10Y | +124.5% | +187.1% | -62.7% | +92.9% |
| All | +5,815.5% | +3,565.5% | +2,250.0% | +4,247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling