+38.2%
RBA vs CNI
+10.3%
+27.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | -1.9% | +0.9% | -2.8% | -2.2% |
| 30D | -13.0% | -2.1% | -10.9% | -12.2% |
| 3M | -23.1% | +1.8% | -24.9% | -23.7% |
| 6M | -22.6% | +14.8% | -37.4% | -27.0% |
| YTD | -20.4% | +25.4% | -45.8% | -27.9% |
| 1Y | -29.6% | +32.9% | -62.5% | -37.8% |
| 3Y | +26.6% | +20.2% | +6.4% | +15.1% |
| 5Y | +38.2% | +12.2% | +26.0% | +29.8% |
| All | +38.2% | +10.3% | +27.9% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling