+4,768.2%
CP vs RBA
+3,565.6%
+1,202.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -2.7% | -2.9% | +0.3% | -1.8% |
| 30D | +0.2% | -12.3% | +12.5% | +3.8% |
| 3M | +2.6% | -20.5% | +23.1% | +8.6% |
| 6M | +6.0% | -18.5% | +24.5% | +11.3% |
| YTD | +24.9% | -18.2% | +43.2% | +30.4% |
| 1Y | +20.1% | -27.5% | +47.6% | +29.6% |
| 3Y | +16.4% | +38.1% | -21.7% | +3.0% |
| 5Y | +31.7% | +44.8% | -13.1% | +11.8% |
| 10Y | +223.9% | +187.1% | +36.7% | +118.1% |
| All | +4,768.2% | +3,565.6% | +1,202.6% | +2,043.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling