+1,412.7%
CRS vs RBA
+189.2%
+1,223.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.3% |
| 7D | -0.5% | -1.9% | +1.3% | +0.3% |
| 30D | -18.1% | -13.0% | -5.1% | -12.9% |
| 3M | -12.4% | -23.1% | +10.7% | -2.5% |
| 6M | +15.9% | -22.6% | +38.5% | +28.5% |
| YTD | +45.8% | -20.4% | +66.2% | +57.8% |
| 1Y | +87.8% | -29.6% | +117.3% | +114.9% |
| 3Y | +648.7% | +26.6% | +622.2% | +541.5% |
| 5Y | +1,416.6% | +38.2% | +1,378.5% | +1,089.3% |
| 10Y | +1,412.7% | +194.7% | +1,217.9% | +577.2% |
| All | +1,412.7% | +189.2% | +1,223.5% | +577.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling