+732.7%
CLS vs RBA
+42.3%
+690.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | -22.2% | +4.3% | -26.4% | -23.1% |
| 30D | -44.4% | +16.3% | -60.7% | -47.0% |
| 3M | -34.3% | +1.3% | -35.6% | -34.7% |
| 6M | -50.1% | -11.1% | -39.0% | -48.7% |
| YTD | -30.1% | -8.5% | -21.6% | -28.9% |
| 1Y | -39.3% | -2.1% | -37.2% | -39.6% |
| 3Y | +732.7% | +44.6% | +688.2% | +679.0% |
| All | +732.7% | +42.3% | +690.4% | +679.0% |
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