+4,893.8%
CP vs RBA
+4,058.7%
+835.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.1% | +7.3% | -1.2% | +4.0% |
| 30D | +9.8% | +16.9% | -7.2% | +4.9% |
| 3M | +2.7% | -0.5% | +3.2% | +2.6% |
| 6M | +12.8% | -10.4% | +23.2% | +15.2% |
| YTD | +28.2% | -7.2% | +35.4% | +28.9% |
| 1Y | +34.1% | -2.2% | +36.4% | +32.9% |
| 3Y | +28.9% | +43.7% | -14.9% | +12.7% |
| 5Y | +27.1% | +38.7% | -11.6% | +9.4% |
| 10Y | +264.8% | +231.7% | +33.1% | +135.6% |
| All | +4,893.8% | +4,058.7% | +835.1% | +2,018.7% |
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