-41.0%
CCL vs RBA
+182.6%
-223.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.3% |
| 7D | -0.1% | -1.1% | +0.9% | +0.4% |
| 30D | -20.0% | -13.2% | -6.8% | -14.4% |
| 3M | -13.7% | -21.4% | +7.7% | -3.9% |
| 6M | -9.0% | -20.9% | +11.9% | +1.1% |
| YTD | -22.8% | -19.9% | -3.0% | -15.4% |
| 1Y | -25.3% | -28.7% | +3.4% | -13.4% |
| 3Y | +54.1% | +27.4% | +26.7% | +31.8% |
| 5Y | +3.5% | +41.7% | -38.3% | -18.8% |
| 10Y | -41.0% | +189.6% | -230.6% | -71.5% |
| All | -41.0% | +182.6% | -223.6% | -71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling