+142.2%
CI vs RBA
+236.6%
-94.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.2% |
| 7D | +0.1% | +2.5% | -2.4% | -0.4% |
| 30D | +4.7% | +11.6% | -6.9% | +2.1% |
| 3M | +5.2% | +1.5% | +3.7% | +4.6% |
| 6M | +3.8% | -6.6% | +10.4% | +4.6% |
| YTD | +9.2% | -6.3% | +15.5% | +9.4% |
| 1Y | +14.3% | -4.0% | +18.2% | +13.7% |
| 3Y | +8.4% | +47.3% | -38.8% | -4.2% |
| 5Y | +50.0% | +47.7% | +2.4% | +29.7% |
| 10Y | +142.2% | +224.7% | -82.5% | +48.3% |
| All | +142.2% | +236.6% | -94.4% | +48.3% |
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