-39.3%
CPB vs RBA
+45.3%
-84.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.4% |
| 7D | -8.6% | -2.9% | -5.7% | -8.5% |
| 30D | -7.2% | -12.3% | +5.1% | -6.8% |
| 3M | +0.9% | -20.5% | +21.4% | +1.8% |
| 6M | -11.8% | -18.5% | +6.7% | -11.1% |
| YTD | -19.4% | -18.2% | -1.2% | -18.8% |
| 1Y | -30.4% | -27.5% | -2.9% | -29.6% |
| 3Y | -40.2% | +38.1% | -78.2% | -40.0% |
| All | -39.3% | +45.3% | -84.5% | -39.3% |
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 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