+277.2%
CG vs RBA
+499.7%
-222.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.7% |
| 7D | -1.5% | -0.5% | -1.0% | -1.2% |
| 30D | +5.7% | +6.8% | -1.2% | +3.2% |
| 3M | -17.9% | +9.5% | -27.3% | -20.6% |
| 6M | -20.2% | -8.2% | -12.0% | -18.5% |
| YTD | -32.0% | -7.7% | -24.3% | -30.9% |
| 1Y | -27.0% | -6.9% | -20.1% | -26.1% |
| 3Y | +42.8% | +61.6% | -18.9% | +19.3% |
| 5Y | -23.4% | +44.7% | -68.2% | -35.1% |
| 10Y | +278.2% | +205.3% | +72.8% | +144.7% |
| All | +277.2% | +499.7% | -222.5% | +110.3% |
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 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