+45.0%
CG vs RBA
+63.1%
-18.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +0.2% | +1.7% | -1.6% | -0.5% |
| 30D | +11.2% | +8.3% | +2.8% | +7.2% |
| 3M | -22.1% | +10.5% | -32.6% | -25.7% |
| 6M | -17.9% | -5.9% | -12.1% | -17.0% |
| YTD | -31.3% | -6.9% | -24.4% | -30.8% |
| 1Y | -24.0% | -4.9% | -19.1% | -24.2% |
| 3Y | +45.0% | +64.5% | -19.5% | +28.6% |
| All | +45.0% | +63.1% | -18.1% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling