-4.1%
CPB vs RBA
+4,003.4%
-4,007.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | +8.0% | +4.3% | +3.7% | +7.6% |
| 30D | +22.4% | +16.3% | +6.1% | +20.9% |
| 3M | +2.5% | +1.3% | +1.2% | +2.3% |
| 6M | +12.2% | -11.1% | +23.3% | +13.0% |
| YTD | -12.8% | -8.5% | -4.4% | -12.5% |
| 1Y | -19.2% | -2.1% | -17.0% | -19.3% |
| 3Y | -35.6% | +44.6% | -80.1% | -37.9% |
| 5Y | -31.4% | +36.8% | -68.3% | -34.2% |
| 10Y | -37.9% | +227.3% | -265.3% | -45.7% |
| All | -4.1% | +4,003.4% | -4,007.5% | -25.4% |
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