+256.9%
CP vs RBA
+209.3%
+47.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | +9.6% | +9.0% | +0.7% | +6.7% |
| 3M | +2.2% | +7.2% | -4.9% | -0.1% |
| 6M | +11.1% | -7.8% | +18.9% | +12.6% |
| YTD | +28.2% | -6.4% | +34.5% | +28.4% |
| 1Y | +32.2% | -4.2% | +36.3% | +31.4% |
| 3Y | +35.5% | +64.1% | -28.5% | +11.6% |
| 5Y | +26.8% | +48.4% | -21.6% | +4.9% |
| 10Y | +256.9% | +209.9% | +47.0% | +112.2% |
| All | +256.9% | +209.3% | +47.6% | +112.2% |
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