+4,872.3%
CNC vs RBA
+3,417.4%
+1,454.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +2.2% | +1.7% | +0.5% | +1.8% |
| 30D | +1.6% | +8.3% | -6.8% | -0.3% |
| 3M | +7.9% | +10.5% | -2.6% | +5.4% |
| 6M | +21.2% | -5.9% | +27.1% | +21.7% |
| YTD | +73.2% | -6.9% | +80.1% | +73.7% |
| 1Y | +97.5% | -4.9% | +102.3% | +97.1% |
| 3Y | -1.2% | +64.5% | -65.7% | -14.5% |
| 5Y | -6.1% | +46.1% | -52.1% | -18.4% |
| 10Y | +181.3% | +208.2% | -27.0% | +94.0% |
| All | +4,872.3% | +3,417.4% | +1,454.9% | +2,645.2% |
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