-24.0%
CG vs RBA
-5.8%
-18.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +0.2% | +1.7% | -1.6% | -0.4% |
| 30D | +11.2% | +8.3% | +2.8% | +8.0% |
| 3M | -22.1% | +10.5% | -32.6% | -24.9% |
| 6M | -17.9% | -5.9% | -12.1% | -17.7% |
| YTD | -31.3% | -6.9% | -24.4% | -34.6% |
| 1Y | -24.0% | -4.9% | -19.1% | -28.9% |
| All | -24.0% | -5.8% | -18.2% | -28.9% |
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