+139.8%
CNP vs RBA
+236.6%
-96.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.2% |
| 7D | -4.3% | +2.5% | -6.8% | -4.9% |
| 30D | +5.7% | +11.6% | -5.8% | +3.0% |
| 3M | +0.9% | +1.5% | -0.6% | +0.3% |
| 6M | -1.1% | -6.6% | +5.6% | -0.3% |
| YTD | +8.3% | -6.3% | +14.5% | +8.2% |
| 1Y | +5.9% | -4.0% | +9.9% | +5.1% |
| 3Y | +64.6% | +47.3% | +17.4% | +43.5% |
| 5Y | +74.6% | +47.7% | +26.9% | +48.8% |
| 10Y | +139.8% | +224.7% | -84.9% | +50.1% |
| All | +139.8% | +236.6% | -96.7% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling