+220.7%
CF vs RBA
+45.3%
+175.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.3% |
| 7D | +6.0% | -2.9% | +8.9% | +6.4% |
| 30D | +14.8% | -12.3% | +27.1% | +16.9% |
| 3M | +14.1% | -20.5% | +34.6% | +17.3% |
| 6M | +28.5% | -18.5% | +47.1% | +31.3% |
| YTD | +74.9% | -18.2% | +93.2% | +78.2% |
| 1Y | +61.7% | -27.5% | +89.2% | +68.4% |
| 3Y | +80.3% | +38.1% | +42.3% | +63.4% |
| All | +220.7% | +45.3% | +175.5% | +183.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling