+522.9%
RBA vs CPAY
+1,748.9%
-1,226.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.6% |
| 7D | +1.7% | +1.6% | +0.2% | +1.3% |
| 30D | +8.3% | +17.6% | -9.3% | +3.7% |
| 3M | +10.5% | +8.7% | +1.9% | +8.0% |
| 6M | -5.9% | +39.5% | -45.4% | -14.2% |
| YTD | -6.9% | +53.6% | -60.5% | -17.9% |
| 1Y | -4.9% | +63.3% | -68.1% | -17.5% |
| 3Y | +64.5% | +101.7% | -37.3% | +31.9% |
| 5Y | +46.1% | +91.4% | -45.3% | +17.0% |
| 10Y | +208.2% | +221.7% | -13.4% | +104.2% |
| All | +522.9% | +1,748.9% | -1,226.0% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling