-40.5%
CPB vs RBA
+236.6%
-277.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.4% |
| 7D | +3.3% | +2.5% | +0.7% | +3.1% |
| 30D | +19.0% | +11.6% | +7.4% | +18.0% |
| 3M | +0.4% | +1.5% | -1.1% | +0.2% |
| 6M | +13.0% | -6.6% | +19.6% | +13.2% |
| YTD | -12.7% | -6.3% | -6.5% | -12.7% |
| 1Y | -20.9% | -4.0% | -16.9% | -21.0% |
| 3Y | -35.4% | +47.3% | -82.7% | -37.4% |
| 5Y | -32.3% | +47.7% | -79.9% | -34.5% |
| 10Y | -40.5% | +224.7% | -265.3% | -46.2% |
| All | -40.5% | +236.6% | -277.1% | -46.2% |
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 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