+47.1%
CF vs RBA
-6.4%
+53.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.6% |
| 7D | -3.2% | +4.3% | -7.4% | -2.9% |
| 30D | +4.3% | +16.3% | -12.0% | +5.2% |
| 3M | +2.8% | +1.3% | +1.5% | +2.9% |
| 6M | +0.6% | -11.1% | +11.7% | 0.0% |
| YTD | +56.6% | -8.5% | +65.1% | +54.2% |
| All | +47.1% | -6.4% | +53.5% | +43.5% |
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 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