+110.5%
CNC vs RBA
-2.0%
+112.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.1% | +10.6% | +12.4% |
| 7D | +13.4% | +12.7% | +0.7% | +11.9% |
| 30D | +18.2% | +15.5% | +2.7% | +16.4% |
| 3M | +18.6% | -14.0% | +32.7% | +19.2% |
| 6M | +41.9% | -8.8% | +50.7% | +40.0% |
| YTD | +84.7% | -6.9% | +91.6% | +75.9% |
| 1Y | +110.5% | -3.0% | +113.5% | +99.0% |
| All | +110.5% | -2.0% | +112.5% | +99.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling