+1,438.1%
CRS vs RBA
+44.6%
+1,393.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -2.8% |
| 7D | -3.1% | -1.1% | -2.0% | -2.7% |
| 30D | -19.6% | -13.2% | -6.4% | -15.6% |
| 3M | -8.1% | -21.4% | +13.3% | -0.9% |
| 6M | +18.6% | -20.9% | +39.4% | +27.4% |
| YTD | +45.9% | -19.9% | +65.7% | +54.7% |
| 1Y | +82.5% | -28.7% | +111.1% | +101.7% |
| 3Y | +648.9% | +27.4% | +621.5% | +577.7% |
| 5Y | +1,438.1% | +41.7% | +1,396.4% | +1,186.1% |
| All | +1,438.1% | +44.6% | +1,393.5% | +1,186.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling