+223.2%
CP vs RBA
+182.6%
+40.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | +2.4% | -1.1% | +3.5% | +2.8% |
| 30D | -0.5% | -13.2% | +12.7% | +3.7% |
| 3M | +1.4% | -21.4% | +22.8% | +8.2% |
| 6M | +10.3% | -20.9% | +31.2% | +17.2% |
| YTD | +24.3% | -19.9% | +44.2% | +30.8% |
| 1Y | +20.4% | -28.7% | +49.1% | +31.4% |
| 3Y | +21.8% | +27.4% | -5.6% | +8.4% |
| 5Y | +31.5% | +41.7% | -10.2% | +9.0% |
| 10Y | +223.2% | +189.6% | +33.6% | +93.4% |
| All | +223.2% | +182.6% | +40.7% | +93.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling