+838.1%
CLS vs RBA
+63.1%
+775.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.7% |
| 7D | +16.3% | +1.7% | +14.5% | +15.7% |
| 30D | -25.7% | +8.3% | -34.0% | -27.7% |
| 3M | -30.9% | +10.5% | -41.4% | -33.4% |
| 6M | -35.5% | -5.9% | -29.6% | -35.1% |
| YTD | -18.7% | -6.9% | -11.8% | -17.8% |
| 1Y | -17.9% | -4.9% | -13.0% | -17.6% |
| 3Y | +838.1% | +64.5% | +773.6% | +713.6% |
| All | +838.1% | +63.1% | +775.0% | +713.6% |
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