-17.6%
CNH vs RBA
+45.7%
-63.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +3.0% | +1.7% | +1.3% | +2.5% |
| 30D | -0.6% | +8.3% | -8.9% | -3.3% |
| 3M | +14.6% | +10.5% | +4.1% | +10.5% |
| 6M | +11.8% | -5.9% | +17.6% | +13.5% |
| YTD | +30.4% | -6.9% | +37.3% | +31.8% |
| 1Y | +19.1% | -4.9% | +23.9% | +19.4% |
| 3Y | +30.2% | +64.5% | -34.3% | +7.5% |
| All | -17.6% | +45.7% | -63.3% | -24.4% |
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