-8.4%
RBA vs CAI
-14.7%
+6.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.8% | +1.3% |
| 7D | +1.7% | -8.7% | +10.4% | +2.5% |
| 30D | +8.3% | -23.8% | +32.2% | +10.4% |
| 3M | +10.5% | +3.9% | +6.7% | +8.9% |
| 6M | -5.9% | +56.8% | -62.7% | -11.6% |
| YTD | -6.9% | -14.6% | +7.7% | -7.7% |
| 1Y | -4.9% | -5.2% | +0.3% | -6.8% |
| All | -8.4% | -14.7% | +6.3% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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