+3,070.1%
CRS vs RBA
+3,568.2%
-498.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -2.7% |
| 7D | -6.8% | +0.1% | -6.8% | -6.8% |
| 30D | -16.1% | -2.9% | -13.2% | -15.3% |
| 3M | -21.2% | -20.9% | -0.3% | -14.2% |
| 6M | +8.7% | -17.7% | +26.4% | +16.3% |
| YTD | +41.0% | -18.2% | +59.1% | +49.9% |
| 1Y | +82.7% | -29.1% | +111.8% | +105.7% |
| 3Y | +604.8% | +29.5% | +575.2% | +513.4% |
| 5Y | +1,384.7% | +40.2% | +1,344.5% | +1,107.3% |
| 10Y | +1,362.3% | +203.0% | +1,159.4% | +738.6% |
| All | +3,070.1% | +3,568.2% | -498.0% | +1,074.7% |
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