+73.4%
CL vs RBA
+224.6%
-151.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -2.0% |
| 7D | +1.3% | +4.3% | -2.9% | +0.8% |
| 30D | +11.4% | +16.3% | -5.0% | +9.2% |
| 3M | +4.4% | +1.3% | +3.1% | +4.1% |
| 6M | +10.8% | -11.1% | +21.8% | +11.9% |
| YTD | +25.1% | -8.5% | +33.6% | +25.5% |
| 1Y | +28.0% | -2.1% | +30.1% | +27.1% |
| 3Y | +37.6% | +44.6% | -6.9% | +28.6% |
| 5Y | +39.7% | +36.8% | +2.9% | +30.3% |
| All | +73.4% | +224.6% | -151.2% | +38.7% |
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 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