-33.3%
CPB vs RBA
+45.7%
-79.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.2% | +3.1% |
| 7D | -1.6% | +1.7% | -3.3% | -1.7% |
| 30D | +19.2% | +8.3% | +10.9% | +18.6% |
| 3M | -0.9% | +10.5% | -11.5% | -1.6% |
| 6M | +15.2% | -5.9% | +21.1% | +15.2% |
| YTD | -13.1% | -6.9% | -6.2% | -13.1% |
| 1Y | -22.4% | -4.9% | -17.6% | -22.5% |
| 3Y | -35.3% | +64.5% | -99.8% | -35.6% |
| All | -33.3% | +45.7% | -79.0% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling