+24.4%
CP vs RBA
+37.7%
-13.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | +2.8% | +4.3% | -1.5% | +1.8% |
| 30D | +10.2% | +16.3% | -6.1% | +6.4% |
| 3M | +2.4% | +1.3% | +1.0% | +1.8% |
| 6M | +7.7% | -11.1% | +18.7% | +9.7% |
| YTD | +26.0% | -8.5% | +34.4% | +26.8% |
| 1Y | +34.6% | -2.1% | +36.8% | +33.2% |
| 3Y | +26.7% | +44.6% | -17.9% | +13.2% |
| All | +24.4% | +37.7% | -13.3% | +16.4% |
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