+131.5%
CNP vs RBA
+182.6%
-51.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.6% |
| 7D | +1.6% | -1.1% | +2.7% | +1.9% |
| 30D | -0.8% | -13.2% | +12.4% | +2.4% |
| 3M | -3.6% | -21.4% | +17.8% | +1.4% |
| 6M | -6.9% | -20.9% | +13.9% | -2.5% |
| YTD | +6.4% | -19.9% | +26.3% | +10.6% |
| 1Y | +9.9% | -28.7% | +38.6% | +17.4% |
| 3Y | +53.1% | +27.4% | +25.7% | +38.0% |
| 5Y | +72.0% | +41.7% | +30.2% | +46.1% |
| 10Y | +131.5% | +189.6% | -58.1% | +43.9% |
| All | +131.5% | +182.6% | -51.0% | +43.9% |
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 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