+237.6%
CFG vs RBA
+224.6%
+13.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | -0.9% | +4.3% | -5.2% | -2.6% |
| 30D | +1.1% | +16.3% | -15.2% | -5.2% |
| 3M | -12.0% | +1.3% | -13.3% | -12.9% |
| 6M | -2.2% | -11.1% | +8.8% | +1.0% |
| YTD | +11.4% | -8.5% | +19.9% | +13.0% |
| 1Y | +27.8% | -2.1% | +30.0% | +26.0% |
| 3Y | +173.3% | +44.6% | +128.7% | +125.8% |
| 5Y | +62.4% | +36.8% | +25.6% | +33.7% |
| All | +237.6% | +224.6% | +13.0% | +54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling