+1,609.0%
CI vs RBA
+4,003.4%
-2,394.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.3% |
| 7D | -1.6% | +4.3% | -5.8% | -2.6% |
| 30D | +5.4% | +16.3% | -10.9% | +1.5% |
| 3M | +7.3% | +1.3% | +5.9% | +6.6% |
| 6M | +5.3% | -11.1% | +16.4% | +7.4% |
| YTD | +8.5% | -8.5% | +16.9% | +9.3% |
| 1Y | +17.1% | -2.1% | +19.2% | +16.0% |
| 3Y | +1.4% | +44.6% | -43.1% | -10.3% |
| 5Y | +50.5% | +36.8% | +13.6% | +31.4% |
| 10Y | +168.5% | +227.3% | -58.8% | +78.8% |
| All | +1,609.0% | +4,003.4% | -2,394.4% | +581.2% |
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