+42.3%
CF vs RBA
-3.0%
+45.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.2% |
| 7D | +0.4% | +7.3% | -6.9% | +0.7% |
| 30D | +2.2% | +16.9% | -14.7% | +3.0% |
| 3M | +2.1% | -0.5% | +2.6% | +2.1% |
| 6M | -6.5% | -10.4% | +3.9% | -7.0% |
| YTD | +55.6% | -7.2% | +62.8% | +52.9% |
| 1Y | +42.3% | -2.2% | +44.5% | +35.4% |
| All | +42.3% | -3.0% | +45.3% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling