+68.6%
CAG vs RBA
+4,035.9%
-3,967.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | -6.2% | -0.5% | -5.6% | -6.1% |
| 30D | +7.4% | +6.8% | +0.6% | +6.7% |
| 3M | -1.6% | +9.5% | -11.1% | -2.5% |
| 6M | +6.3% | -8.2% | +14.5% | +6.9% |
| YTD | -10.1% | -7.7% | -2.4% | -9.9% |
| 1Y | -10.2% | -6.9% | -3.3% | -10.1% |
| 3Y | -37.3% | +61.6% | -99.0% | -40.9% |
| 5Y | -41.6% | +44.7% | -86.3% | -44.9% |
| 10Y | -38.1% | +205.3% | -243.4% | -46.9% |
| All | +68.6% | +4,035.9% | -3,967.4% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling