-35.6%
CPB vs RBA
+42.3%
-77.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | +8.0% | +4.3% | +3.7% | +7.5% |
| 30D | +22.4% | +16.3% | +6.1% | +20.5% |
| 3M | +2.5% | +1.3% | +1.2% | +2.1% |
| 6M | +12.2% | -11.1% | +23.3% | +12.8% |
| YTD | -12.8% | -8.5% | -4.4% | -12.7% |
| 1Y | -19.2% | -2.1% | -17.0% | -19.6% |
| 3Y | -35.6% | +44.6% | -80.1% | -37.3% |
| All | -35.6% | +42.3% | -77.9% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling