-18.1%
CPB vs RBA
-3.3%
-14.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | +8.0% | +4.3% | +3.7% | +7.4% |
| 30D | +22.4% | +16.3% | +6.1% | +20.3% |
| 3M | +3.8% | +1.3% | +2.5% | +3.1% |
| 6M | +13.7% | -11.1% | +24.7% | +13.6% |
| YTD | -11.7% | -8.5% | -3.2% | -13.8% |
| 1Y | -18.1% | -2.1% | -16.0% | -21.9% |
| All | -18.1% | -3.3% | -14.9% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling