+352.2%
CRS vs RBA
+51.9%
+300.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | +0.2% | +3.2% | -3.0% | -0.9% |
| 30D | -22.9% | +12.0% | -34.9% | -26.1% |
| 3M | -46.8% | +2.9% | -49.7% | -47.4% |
| 6M | -30.4% | -6.3% | -24.2% | -29.5% |
| YTD | -5.4% | -5.9% | +0.5% | -5.8% |
| 1Y | -9.0% | -3.9% | -5.1% | -10.4% |
| 3Y | +352.2% | +64.9% | +287.3% | +248.8% |
| All | +352.2% | +51.9% | +300.3% | +248.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling