+34.8%
CNH vs RBA
+496.4%
-461.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.2% |
| 7D | -1.7% | +4.3% | -6.0% | -3.2% |
| 30D | -7.2% | +16.3% | -23.5% | -12.1% |
| 3M | +6.5% | +1.3% | +5.2% | +5.6% |
| 6M | +7.9% | -11.1% | +18.9% | +11.5% |
| YTD | +26.6% | -8.5% | +35.1% | +28.6% |
| 1Y | +13.8% | -2.1% | +15.9% | +12.7% |
| 3Y | +9.2% | +44.6% | -35.4% | -6.7% |
| 5Y | -15.6% | +36.8% | -52.4% | -28.2% |
| 10Y | +119.2% | +227.3% | -108.1% | +30.9% |
| All | +34.8% | +496.4% | -461.6% | -31.4% |
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 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