-26.4%
CG vs RBA
-28.4%
+2.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.4% |
| 7D | -1.3% | -1.1% | -0.2% | -0.9% |
| 30D | -3.2% | -13.2% | +10.1% | +2.0% |
| 3M | +6.2% | -21.4% | +27.6% | +14.6% |
| 6M | -4.7% | -20.9% | +16.2% | +2.3% |
| YTD | -20.6% | -19.9% | -0.8% | -17.5% |
| 1Y | -26.4% | -28.7% | +2.3% | -16.8% |
| All | -26.4% | -28.4% | +2.0% | -16.8% |
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 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