+1.4%
CI vs RBA
+42.3%
-40.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.5% |
| 7D | -1.6% | +4.3% | -5.8% | -2.1% |
| 30D | +5.4% | +16.3% | -10.9% | +3.4% |
| 3M | +7.3% | +1.3% | +5.9% | +6.9% |
| 6M | +5.3% | -11.1% | +16.4% | +6.3% |
| YTD | +8.5% | -8.5% | +16.9% | +8.7% |
| 1Y | +17.1% | -2.1% | +19.2% | +16.3% |
| 3Y | +1.4% | +44.6% | -43.1% | -2.7% |
| All | +1.4% | +42.3% | -40.9% | -2.7% |
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 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