-20.9%
CG vs RBA
+37.7%
-58.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.1% |
| 7D | -1.2% | +4.3% | -5.5% | -3.0% |
| 30D | +5.0% | +16.3% | -11.3% | -2.0% |
| 3M | -18.2% | +1.3% | -19.5% | -19.0% |
| 6M | -20.7% | -11.1% | -9.7% | -17.6% |
| YTD | -31.4% | -8.5% | -23.0% | -30.1% |
| 1Y | -22.3% | -2.1% | -20.1% | -23.3% |
| 3Y | +50.2% | +44.6% | +5.6% | +24.9% |
| All | -20.9% | +37.7% | -58.6% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling