+27.8%
CFG vs RBA
-3.3%
+31.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -0.9% | +4.3% | -5.2% | -1.9% |
| 30D | +1.1% | +16.3% | -15.2% | -2.9% |
| 3M | -12.0% | +1.3% | -13.3% | -12.4% |
| 6M | -2.2% | -11.1% | +8.8% | -0.5% |
| YTD | +11.4% | -8.5% | +19.9% | +9.4% |
| 1Y | +27.8% | -2.1% | +30.0% | +20.0% |
| All | +27.8% | -3.3% | +31.1% | +20.0% |
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 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