+34.3%
CP vs RBA
+45.3%
-11.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -2.7% | -2.9% | +0.3% | -2.0% |
| 30D | +0.2% | -12.3% | +12.5% | +3.0% |
| 3M | +2.6% | -20.5% | +23.1% | +7.3% |
| 6M | +6.0% | -18.5% | +24.5% | +10.1% |
| YTD | +24.9% | -18.2% | +43.2% | +29.1% |
| 1Y | +20.1% | -27.5% | +47.6% | +27.6% |
| 3Y | +16.4% | +38.1% | -21.7% | +5.6% |
| All | +34.3% | +45.3% | -11.0% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling