-34.0%
CLF vs RBA
+42.3%
-76.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | -19.6% | +4.3% | -23.8% | -20.8% |
| 30D | -5.0% | +16.3% | -21.3% | -10.5% |
| 3M | -6.3% | +1.3% | -7.6% | -7.0% |
| 6M | +2.8% | -11.1% | +13.8% | +5.8% |
| YTD | -13.7% | -8.5% | -5.2% | -11.9% |
| 1Y | +13.6% | -2.1% | +15.7% | +12.7% |
| 3Y | -34.0% | +44.6% | -78.5% | -42.6% |
| All | -34.0% | +42.3% | -76.3% | -42.6% |
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