+644.8%
CL vs RBA
+3,565.6%
-2,920.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.2% | -2.9% | +0.7% | -1.9% |
| 30D | -4.8% | -12.3% | +7.5% | -3.5% |
| 3M | +4.9% | -20.5% | +25.4% | +7.3% |
| 6M | -5.7% | -18.5% | +12.8% | -3.9% |
| YTD | +14.4% | -18.2% | +32.6% | +16.3% |
| 1Y | +8.7% | -27.5% | +36.3% | +12.0% |
| 3Y | +30.0% | +38.1% | -8.1% | +23.6% |
| 5Y | +28.4% | +44.8% | -16.4% | +20.0% |
| 10Y | +50.1% | +187.1% | -137.0% | +27.6% |
| All | +644.8% | +3,565.6% | -2,920.8% | +424.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling