-3.6%
CNC vs RBA
+26.3%
-29.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -4.9% | -1.9% | -3.0% | -4.7% |
| 30D | -3.8% | -13.0% | +9.2% | -2.8% |
| 3M | -3.2% | -23.1% | +19.9% | -1.9% |
| 6M | +47.9% | -22.6% | +70.5% | +49.6% |
| YTD | +55.7% | -20.4% | +76.1% | +56.8% |
| 1Y | +106.2% | -29.6% | +135.8% | +110.0% |
| All | -3.6% | +26.3% | -29.8% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling