-11.3%
CPB vs RBA
+3,565.6%
-3,576.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.4% |
| 7D | -8.6% | -2.9% | -5.7% | -8.4% |
| 30D | -7.2% | -12.3% | +5.1% | -6.3% |
| 3M | +0.9% | -20.5% | +21.4% | +2.6% |
| 6M | -11.8% | -18.5% | +6.7% | -10.5% |
| YTD | -19.4% | -18.2% | -1.2% | -18.4% |
| 1Y | -30.4% | -27.5% | -2.9% | -28.8% |
| 3Y | -40.2% | +38.1% | -78.2% | -42.1% |
| 5Y | -39.5% | +44.8% | -84.3% | -42.3% |
| 10Y | -47.4% | +187.1% | -234.5% | -53.4% |
| All | -11.3% | +3,565.6% | -3,576.9% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling