-27.5%
RBA vs CPAY
+29.9%
-57.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -2.9% | +2.1% | -5.0% | -3.4% |
| 30D | -12.3% | +5.5% | -17.8% | -13.3% |
| 3M | -20.5% | +16.6% | -37.1% | -23.2% |
| 6M | -18.5% | +26.7% | -45.2% | -22.9% |
| YTD | -18.2% | +38.4% | -56.6% | -23.2% |
| 1Y | -27.5% | +30.1% | -57.6% | -29.3% |
| All | -27.5% | +29.9% | -57.4% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling