+42.8%
CL vs RBA
+48.6%
-5.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | +5.9% | +7.3% | -1.4% | +5.3% |
| 30D | +13.8% | +16.9% | -3.2% | +12.3% |
| 3M | +6.4% | -0.5% | +6.9% | +6.3% |
| 6M | +15.6% | -10.4% | +26.0% | +16.2% |
| YTD | +27.9% | -7.2% | +35.1% | +27.8% |
| 1Y | +31.4% | -2.2% | +33.6% | +30.6% |
| 3Y | +41.4% | +43.7% | -2.3% | +35.6% |
| 5Y | +42.8% | +38.7% | +4.1% | +38.1% |
| All | +42.8% | +48.6% | -5.8% | +38.1% |
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