+34.6%
CP vs RBA
-2.0%
+36.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.1% |
| 7D | +5.6% | +12.7% | -7.1% | +3.6% |
| 30D | +10.0% | +15.5% | -5.5% | +7.4% |
| 3M | +4.4% | -14.0% | +18.4% | +6.2% |
| 6M | +14.1% | -8.8% | +22.9% | +14.7% |
| YTD | +29.1% | -6.9% | +36.0% | +23.9% |
| 1Y | +34.6% | -3.0% | +37.5% | +25.6% |
| All | +34.6% | -2.0% | +36.5% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling