-14.1%
CG vs RBA
-2.0%
-12.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.5% | +3.8% |
| 7D | +9.4% | +12.7% | -3.2% | +5.0% |
| 30D | +8.7% | +15.5% | -6.8% | +3.2% |
| 3M | -15.0% | -14.0% | -0.9% | -10.8% |
| 6M | -13.2% | -8.8% | -4.4% | -11.7% |
| YTD | -26.2% | -6.9% | -19.2% | -27.7% |
| 1Y | -14.1% | -3.0% | -11.1% | -17.7% |
| All | -14.1% | -2.0% | -12.1% | -17.7% |
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