+1,655.0%
CI vs RBA
+4,058.7%
-2,403.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +1.0% | +7.3% | -6.3% | -0.7% |
| 30D | +9.9% | +16.9% | -7.1% | +5.7% |
| 3M | +12.1% | -0.5% | +12.6% | +11.9% |
| 6M | +10.6% | -10.4% | +21.0% | +12.6% |
| YTD | +11.4% | -7.2% | +18.6% | +11.9% |
| 1Y | +18.8% | -2.2% | +21.0% | +17.7% |
| 3Y | +2.9% | +43.7% | -40.9% | -8.9% |
| 5Y | +54.5% | +38.7% | +15.8% | +34.5% |
| 10Y | +175.7% | +231.7% | -56.0% | +83.0% |
| All | +1,655.0% | +4,058.7% | -2,403.8% | +597.2% |
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