+5,294.5%
CF vs RBA
+958.6%
+4,336.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.3% |
| 7D | +0.4% | +7.3% | -6.9% | -2.3% |
| 30D | +2.2% | +16.9% | -14.7% | -3.8% |
| 3M | +2.1% | -0.5% | +2.6% | +1.6% |
| 6M | -6.5% | -10.4% | +3.9% | -4.4% |
| YTD | +55.6% | -7.2% | +62.8% | +55.1% |
| 1Y | +42.3% | -2.2% | +44.5% | +38.9% |
| 3Y | +55.7% | +43.7% | +12.0% | +26.8% |
| 5Y | +122.4% | +38.7% | +83.8% | +76.4% |
| 10Y | +568.5% | +231.7% | +336.8% | +235.6% |
| All | +5,294.5% | +958.6% | +4,336.0% | +1,711.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling