-41.3%
CAG vs RBA
+44.6%
-85.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.3% |
| 7D | -5.3% | -1.1% | -4.2% | -5.2% |
| 30D | +1.0% | -13.2% | +14.2% | +1.6% |
| 3M | +17.4% | -21.4% | +38.7% | +18.5% |
| 6M | -16.8% | -20.9% | +4.1% | -16.0% |
| YTD | -6.8% | -19.9% | +13.1% | -6.1% |
| 1Y | -15.4% | -28.7% | +13.3% | -14.4% |
| 3Y | -37.1% | +27.4% | -64.5% | -37.5% |
| 5Y | -41.3% | +41.7% | -83.0% | -41.4% |
| All | -41.3% | +44.6% | -85.9% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling