+260.5%
CP vs RBA
+207.2%
+53.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +2.1% | +1.7% | +0.4% | +1.6% |
| 30D | +9.3% | +8.3% | +1.0% | +6.6% |
| 3M | +0.5% | +10.5% | -10.1% | -2.8% |
| 6M | +10.4% | -5.9% | +16.3% | +11.2% |
| YTD | +28.7% | -6.9% | +35.6% | +29.2% |
| 1Y | +33.2% | -4.9% | +38.0% | +32.7% |
| 3Y | +38.4% | +64.5% | -26.0% | +13.9% |
| 5Y | +26.2% | +46.1% | -19.9% | +5.0% |
| All | +260.5% | +207.2% | +53.3% | +115.0% |
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