+280.5%
CG vs RBA
+495.0%
-214.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.2% |
| 7D | -1.2% | +4.3% | -5.5% | -2.7% |
| 30D | +5.0% | +16.3% | -11.3% | -0.7% |
| 3M | -18.2% | +1.3% | -19.5% | -18.9% |
| 6M | -20.7% | -11.1% | -9.7% | -18.1% |
| YTD | -31.4% | -8.5% | -23.0% | -30.2% |
| 1Y | -22.3% | -2.1% | -20.1% | -22.7% |
| 3Y | +50.2% | +44.6% | +5.6% | +29.9% |
| 5Y | -22.1% | +36.8% | -58.9% | -32.8% |
| 10Y | +295.5% | +227.3% | +68.2% | +152.2% |
| All | +280.5% | +495.0% | -214.5% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling