+4,577.2%
CNC vs RBA
+2,988.2%
+1,589.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | +3.5% | -2.9% | +6.5% | +4.2% |
| 30D | +0.1% | -12.3% | +12.4% | +2.9% |
| 3M | +6.9% | -20.5% | +27.4% | +11.6% |
| 6M | +49.0% | -18.5% | +67.6% | +54.6% |
| YTD | +62.9% | -18.2% | +81.1% | +68.4% |
| 1Y | +134.0% | -27.5% | +161.5% | +148.0% |
| 3Y | +9.4% | +38.1% | -28.7% | -1.8% |
| 5Y | +4.1% | +44.8% | -40.6% | -9.8% |
| 10Y | +95.4% | +187.1% | -91.7% | +36.6% |
| All | +4,577.2% | +2,988.2% | +1,589.0% | +2,560.2% |
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