+145.4%
CNP vs RBA
+210.9%
-65.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -3.0% | +3.2% | -6.2% | -3.8% |
| 30D | +6.8% | +12.0% | -5.2% | +4.0% |
| 3M | +3.6% | +2.9% | +0.8% | +2.6% |
| 6M | 0.0% | -6.3% | +6.2% | +0.7% |
| YTD | +9.4% | -5.9% | +15.3% | +9.3% |
| 1Y | +6.8% | -3.9% | +10.7% | +6.0% |
| 3Y | +64.2% | +64.9% | -0.7% | +39.0% |
| 5Y | +76.0% | +48.5% | +27.6% | +49.7% |
| All | +145.4% | +210.9% | -65.4% | +53.0% |
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