-25.6%
CG vs RBA
-26.5%
+0.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.8% |
| 7D | -4.3% | -2.9% | -1.4% | -3.3% |
| 30D | -5.1% | -12.3% | +7.2% | -0.4% |
| 3M | +8.7% | -20.5% | +29.2% | +17.0% |
| 6M | -9.2% | -18.5% | +9.3% | -3.7% |
| YTD | -18.9% | -18.2% | -0.6% | -16.3% |
| 1Y | -25.6% | -27.5% | +1.9% | -16.5% |
| All | -25.6% | -26.5% | +0.9% | -16.5% |
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 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