-37.6%
CAG vs RBA
+26.3%
-63.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -6.6% | -1.9% | -4.7% | -6.5% |
| 30D | +2.3% | -13.0% | +15.3% | +3.3% |
| 3M | +16.3% | -23.1% | +39.4% | +18.2% |
| 6M | -16.0% | -22.6% | +6.6% | -14.8% |
| YTD | -7.7% | -20.4% | +12.7% | -6.7% |
| 1Y | -16.0% | -29.6% | +13.5% | -14.4% |
| All | -37.6% | +26.3% | -63.8% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling