+39.9%
CL vs RBA
+37.7%
+2.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -2.0% |
| 7D | +1.3% | +4.3% | -2.9% | +1.0% |
| 30D | +11.4% | +16.3% | -5.0% | +10.0% |
| 3M | +4.4% | +1.3% | +3.1% | +4.2% |
| 6M | +10.8% | -11.1% | +21.8% | +11.5% |
| YTD | +25.1% | -8.5% | +33.6% | +25.2% |
| 1Y | +28.0% | -2.1% | +30.1% | +27.1% |
| 3Y | +37.6% | +44.6% | -6.9% | +31.9% |
| All | +39.9% | +37.7% | +2.2% | +34.2% |
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