+3,554.7%
RBA vs CNI
+3,792.3%
-237.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -2.9% | -2.1% | -0.8% | -2.3% |
| 30D | -12.3% | -3.3% | -9.0% | -11.3% |
| 3M | -20.5% | +3.8% | -24.3% | -21.5% |
| 6M | -18.5% | +12.7% | -31.2% | -21.8% |
| YTD | -18.2% | +26.3% | -44.5% | -24.6% |
| 1Y | -27.5% | +29.9% | -57.4% | -33.8% |
| 3Y | +38.1% | +15.9% | +22.1% | +29.9% |
| 5Y | +44.8% | +6.9% | +37.8% | +38.6% |
| 10Y | +187.1% | +126.8% | +60.3% | +116.4% |
| All | +3,554.7% | +3,792.3% | -237.6% | +1,505.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling