-7.8%
RBA vs CAI
-5.3%
-2.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.3% |
| 7D | +2.5% | -20.3% | +22.8% | +4.3% |
| 30D | +11.6% | -13.9% | +25.5% | +12.5% |
| 3M | +1.5% | +12.4% | -10.9% | -0.7% |
| 6M | -6.6% | +58.3% | -65.0% | -12.3% |
| YTD | -6.3% | -5.2% | -1.0% | -7.9% |
| 1Y | -4.0% | -0.2% | -3.8% | -6.2% |
| All | -7.8% | -5.3% | -2.5% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling