+732.7%
CL vs RBA
+4,058.7%
-3,326.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | +5.9% | +7.3% | -1.4% | +5.1% |
| 30D | +13.8% | +16.9% | -3.2% | +11.8% |
| 3M | +6.4% | -0.5% | +6.9% | +6.3% |
| 6M | +15.6% | -10.4% | +26.0% | +16.6% |
| YTD | +27.9% | -7.2% | +35.1% | +28.1% |
| 1Y | +31.4% | -2.2% | +33.6% | +30.8% |
| 3Y | +41.4% | +43.7% | -2.3% | +33.9% |
| 5Y | +42.8% | +38.7% | +4.1% | +34.3% |
| 10Y | +79.7% | +231.7% | -152.1% | +50.3% |
| All | +732.7% | +4,058.7% | -3,326.0% | +478.2% |
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 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