+43.0%
CNH vs RBA
+513.2%
-470.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.5% |
| 7D | +4.5% | +3.2% | +1.3% | +3.4% |
| 30D | +7.6% | +12.0% | -4.4% | +3.5% |
| 3M | +17.0% | +2.9% | +14.1% | +15.4% |
| 6M | +12.9% | -6.3% | +19.2% | +14.7% |
| YTD | +34.3% | -5.9% | +40.1% | +35.1% |
| 1Y | +28.5% | -3.9% | +32.4% | +28.5% |
| 3Y | +31.9% | +64.9% | -33.0% | +8.0% |
| 5Y | -9.6% | +48.5% | -58.1% | -25.2% |
| 10Y | +106.3% | +211.8% | -105.5% | +24.9% |
| All | +43.0% | +513.2% | -470.2% | -27.9% |
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