+305.9%
CG vs RBA
+225.5%
+80.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +2.0% | +3.2% | -1.3% | +0.7% |
| 30D | +8.5% | +12.0% | -3.5% | +3.5% |
| 3M | -12.1% | +2.9% | -15.0% | -13.5% |
| 6M | -16.4% | -6.3% | -10.2% | -15.2% |
| YTD | -28.0% | -5.9% | -22.1% | -27.4% |
| 1Y | -18.9% | -3.9% | -15.0% | -18.9% |
| 3Y | +51.2% | +64.9% | -13.6% | +20.8% |
| 5Y | -15.9% | +48.5% | -64.3% | -31.9% |
| 10Y | +305.9% | +211.8% | +94.1% | +131.1% |
| All | +305.9% | +225.5% | +80.5% | +131.1% |
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