-30.8%
CCL vs RBA
+224.6%
-255.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.1% |
| 7D | +3.1% | +4.3% | -1.1% | +1.1% |
| 30D | +13.7% | +16.3% | -2.6% | +5.3% |
| 3M | +3.8% | +1.3% | +2.5% | +2.6% |
| 6M | +9.3% | -11.1% | +20.3% | +14.1% |
| YTD | -1.1% | -8.5% | +7.4% | +1.3% |
| 1Y | +14.6% | -2.1% | +16.7% | +13.5% |
| 3Y | +146.4% | +44.6% | +101.8% | +97.2% |
| 5Y | +21.9% | +36.8% | -15.0% | -2.5% |
| All | -30.8% | +224.6% | -255.4% | -68.0% |
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