-38.6%
CPB vs RBA
+224.6%
-263.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | +8.0% | +4.3% | +3.7% | +7.7% |
| 30D | +22.4% | +16.3% | +6.1% | +21.0% |
| 3M | +3.8% | +1.3% | +2.5% | +3.6% |
| 6M | +13.7% | -11.1% | +24.7% | +14.3% |
| YTD | -11.7% | -8.5% | -3.2% | -11.5% |
| 1Y | -18.1% | -2.1% | -16.0% | -18.3% |
| 3Y | -34.7% | +44.6% | -79.3% | -36.6% |
| 5Y | -30.6% | +36.8% | -67.4% | -32.3% |
| All | -38.6% | +224.6% | -263.2% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling