+33.8%
CP vs RBA
-6.7%
+40.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +10.3% | +6.8% | +3.5% | +9.2% |
| 3M | +2.3% | +9.5% | -7.2% | +0.8% |
| 6M | +10.7% | -8.2% | +18.9% | +11.1% |
| YTD | +29.3% | -7.7% | +37.0% | +24.9% |
| All | +33.8% | -6.7% | +40.5% | +27.9% |
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