+41.3%
CL vs RBA
+47.6%
-6.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.2% |
| 7D | +0.5% | +2.5% | -2.0% | +0.3% |
| 30D | +11.6% | +11.6% | 0.0% | +10.5% |
| 3M | +5.6% | +1.5% | +4.1% | +5.3% |
| 6M | +13.2% | -6.6% | +19.8% | +13.4% |
| YTD | +26.9% | -6.3% | +33.2% | +26.7% |
| 1Y | +27.3% | -4.0% | +31.3% | +26.8% |
| 3Y | +39.7% | +47.3% | -7.6% | +33.7% |
| 5Y | +41.3% | +47.7% | -6.3% | +35.3% |
| All | +41.3% | +47.6% | -6.3% | +35.3% |
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