+13.1%
CNH vs RBA
+45.3%
-32.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +23.3% | -2.9% | +26.2% | +24.4% |
| 30D | +33.5% | -12.3% | +45.8% | +39.1% |
| 3M | +32.7% | -20.5% | +53.2% | +42.7% |
| 6M | +22.2% | -18.5% | +40.7% | +30.0% |
| YTD | +57.7% | -18.2% | +75.9% | +66.5% |
| 1Y | +28.0% | -27.5% | +55.5% | +40.6% |
| 3Y | +11.5% | +38.1% | -26.5% | -1.7% |
| All | +13.1% | +45.3% | -32.2% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling