-23.8%
CG vs RBA
-4.1%
-19.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -3.8% | +0.6% | -4.4% | -4.0% |
| 30D | +7.5% | +9.0% | -1.5% | +4.1% |
| 3M | -14.4% | +7.2% | -21.5% | -16.6% |
| 6M | -15.7% | -7.8% | -7.9% | -14.6% |
| YTD | -29.0% | -6.4% | -22.6% | -32.9% |
| All | -23.8% | -4.1% | -19.6% | -28.3% |
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