-41.2%
CLF vs RBA
+48.5%
-89.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.8% |
| 7D | -9.1% | +3.2% | -12.3% | -10.1% |
| 30D | -0.9% | +12.0% | -12.9% | -5.4% |
| 3M | +3.0% | +2.9% | +0.1% | +1.4% |
| 6M | +16.7% | -6.3% | +23.0% | +17.5% |
| YTD | -3.2% | -5.9% | +2.7% | -2.4% |
| 1Y | +24.6% | -3.9% | +28.5% | +24.7% |
| 3Y | -22.3% | +64.9% | -87.2% | -36.9% |
| 5Y | -41.2% | +48.5% | -89.7% | -51.5% |
| All | -41.2% | +48.5% | -89.6% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling