+188.9%
RBA vs CNI
+136.1%
+52.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -3.3% | -1.1% | -2.2% | -2.8% |
| 30D | -9.8% | -3.5% | -6.3% | -8.3% |
| 3M | -23.5% | +2.2% | -25.7% | -24.3% |
| 6M | -21.5% | +15.1% | -36.6% | -26.7% |
| YTD | -21.2% | +24.7% | -45.8% | -29.3% |
| 1Y | -30.2% | +33.4% | -63.6% | -39.4% |
| 3Y | +25.3% | +19.5% | +5.8% | +12.9% |
| 5Y | +35.1% | +12.6% | +22.6% | +23.2% |
| All | +188.9% | +136.1% | +52.8% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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