+568.0%
CF vs RBA
+224.6%
+343.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -3.2% | +4.3% | -7.4% | -4.3% |
| 30D | +4.3% | +16.3% | -12.0% | 0.0% |
| 3M | +2.8% | +1.3% | +1.5% | +2.0% |
| 6M | +0.6% | -11.1% | +11.7% | +2.5% |
| YTD | +56.6% | -8.5% | +65.1% | +57.0% |
| 1Y | +49.6% | -2.1% | +51.7% | +46.8% |
| 3Y | +61.5% | +44.6% | +16.9% | +37.1% |
| 5Y | +124.0% | +36.8% | +87.1% | +88.4% |
| All | +568.0% | +224.6% | +343.4% | +251.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling