+470.7%
CF vs RBA
+204.3%
+266.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +1.7% |
| 7D | +5.4% | -0.5% | +5.9% | +5.5% |
| 30D | +6.5% | +6.8% | -0.3% | +4.5% |
| 3M | +4.6% | +9.5% | -4.8% | +1.8% |
| 6M | -3.3% | -8.2% | +4.9% | -2.3% |
| YTD | +63.9% | -7.7% | +71.6% | +63.9% |
| 1Y | +50.4% | -6.9% | +57.4% | +50.0% |
| 3Y | +68.2% | +61.6% | +6.6% | +38.3% |
| 5Y | +113.8% | +44.7% | +69.1% | +76.9% |
| All | +470.7% | +204.3% | +266.4% | +201.7% |
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