+5,967.0%
CF vs RBA
+833.0%
+5,133.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.4% |
| 7D | +6.0% | -2.9% | +8.9% | +7.1% |
| 30D | +14.8% | -12.3% | +27.1% | +20.2% |
| 3M | +14.1% | -20.5% | +34.6% | +22.4% |
| 6M | +28.5% | -18.5% | +47.1% | +35.7% |
| YTD | +74.9% | -18.2% | +93.2% | +83.4% |
| 1Y | +61.7% | -27.5% | +89.2% | +77.1% |
| 3Y | +80.3% | +38.1% | +42.3% | +49.0% |
| 5Y | +226.0% | +44.8% | +181.2% | +151.7% |
| 10Y | +569.9% | +187.1% | +382.7% | +255.9% |
| All | +5,967.0% | +833.0% | +5,133.9% | +2,041.5% |
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 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