+1,535.5%
CI vs RBA
+3,565.6%
-2,030.0%
-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% | -1.6% | -1.4% |
| 7D | +1.3% | -2.9% | +4.2% | +2.0% |
| 30D | +4.4% | -12.3% | +16.7% | +7.6% |
| 3M | +0.7% | -20.5% | +21.2% | +5.7% |
| 6M | +0.3% | -18.5% | +18.9% | +4.5% |
| YTD | +3.8% | -18.2% | +22.0% | +7.7% |
| 1Y | -5.5% | -27.5% | +22.0% | +0.8% |
| 3Y | +8.1% | +38.1% | -30.0% | -3.4% |
| 5Y | +42.8% | +44.8% | -2.0% | +22.4% |
| 10Y | +143.9% | +187.1% | -43.2% | +67.7% |
| All | +1,535.5% | +3,565.6% | -2,030.0% | +570.9% |
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