+60.3%
CG vs RBA
+32.9%
+27.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.8% |
| 7D | -4.3% | -2.9% | -1.4% | -3.1% |
| 30D | -5.1% | -12.3% | +7.2% | +0.3% |
| 3M | +8.7% | -20.5% | +29.2% | +18.8% |
| 6M | -9.2% | -18.5% | +9.3% | -2.3% |
| YTD | -18.9% | -18.2% | -0.6% | -13.3% |
| 1Y | -25.6% | -27.5% | +1.9% | -15.7% |
| All | +60.3% | +32.9% | +27.3% | +48.6% |
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