+1.4%
CCL vs RBA
+45.3%
-43.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -5.0% | -2.9% | -2.1% | -3.7% |
| 30D | -20.3% | -12.3% | -8.0% | -15.4% |
| 3M | -15.1% | -20.5% | +5.4% | -6.4% |
| 6M | -15.1% | -18.5% | +3.4% | -7.5% |
| YTD | -21.8% | -18.2% | -3.6% | -15.5% |
| 1Y | -24.8% | -27.5% | +2.7% | -14.0% |
| 3Y | +51.9% | +38.1% | +13.8% | +26.5% |
| All | +1.4% | +45.3% | -43.9% | -12.7% |
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