+862.9%
CRS vs RBA
+209.3%
+653.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | +4.4% | +0.6% | +3.8% | +4.2% |
| 30D | -19.1% | +9.0% | -28.1% | -22.4% |
| 3M | -43.2% | +7.2% | -50.4% | -45.4% |
| 6M | -28.9% | -7.8% | -21.1% | -27.6% |
| YTD | -3.0% | -6.4% | +3.4% | -3.0% |
| 1Y | -5.3% | -4.2% | -1.1% | -6.3% |
| 3Y | +363.5% | +64.1% | +299.5% | +253.2% |
| 5Y | +858.2% | +48.4% | +809.8% | +636.3% |
| 10Y | +862.9% | +209.9% | +653.0% | +338.0% |
| All | +862.9% | +209.3% | +653.6% | +338.0% |
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