-17.5%
CLF vs RBA
+36.9%
-54.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +7.6% | -2.9% | +10.5% | +8.9% |
| 30D | -1.2% | -12.3% | +11.1% | +4.1% |
| 3M | -13.4% | -20.5% | +7.2% | -6.5% |
| 6M | +15.4% | -18.5% | +34.0% | +23.0% |
| YTD | -5.9% | -18.2% | +12.4% | +0.7% |
| 1Y | +18.8% | -27.5% | +46.3% | +33.7% |
| All | -17.5% | +36.9% | -54.5% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling