+33.0%
CP vs RBA
-3.8%
+36.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +2.8% | +3.2% | -0.4% | +2.3% |
| 30D | +11.0% | +12.0% | -1.0% | +9.1% |
| 3M | +3.8% | +2.9% | +1.0% | +3.1% |
| 6M | +9.5% | -6.3% | +15.7% | +9.5% |
| YTD | +28.2% | -5.9% | +34.1% | +23.1% |
| 1Y | +33.0% | -3.9% | +36.8% | +25.9% |
| All | +33.0% | -3.8% | +36.8% | +25.9% |
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