+88.3%
CNC vs RBA
+198.1%
-109.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -4.9% | -1.9% | -3.0% | -4.5% |
| 30D | -3.8% | -13.0% | +9.2% | -1.2% |
| 3M | -3.2% | -23.1% | +19.9% | +1.1% |
| 6M | +47.9% | -22.6% | +70.5% | +54.3% |
| YTD | +55.7% | -20.4% | +76.1% | +60.9% |
| 1Y | +106.2% | -29.6% | +135.8% | +118.4% |
| 3Y | -2.1% | +26.6% | -28.6% | -10.2% |
| 5Y | +3.4% | +38.2% | -34.8% | -9.5% |
| All | +88.3% | +198.1% | -109.8% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling