+87.5%
CLF vs RBA
+209.3%
-121.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | +1.9% | +9.0% | -7.0% | -2.8% |
| 3M | +5.9% | +7.2% | -1.3% | +1.4% |
| 6M | +16.9% | -7.8% | +24.7% | +18.5% |
| YTD | -1.1% | -6.4% | +5.3% | -0.4% |
| 1Y | +28.8% | -4.2% | +33.0% | +28.3% |
| 3Y | -20.6% | +64.1% | -84.7% | -40.7% |
| 5Y | -41.5% | +48.4% | -89.9% | -56.0% |
| 10Y | +87.5% | +209.9% | -122.4% | -14.2% |
| All | +87.5% | +209.3% | -121.8% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling