+2,089.9%
CLS vs RBA
+46.2%
+2,043.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.0% | +5.0% |
| 7D | +23.5% | -0.5% | +24.1% | +23.7% |
| 30D | -28.9% | +6.8% | -35.8% | -30.6% |
| 3M | -25.2% | +9.5% | -34.6% | -27.8% |
| 6M | -32.1% | -8.2% | -23.9% | -31.2% |
| YTD | -14.1% | -7.7% | -6.3% | -13.1% |
| 1Y | -24.1% | -6.9% | -17.2% | -23.4% |
| 3Y | +897.0% | +61.6% | +835.3% | +737.5% |
| 5Y | +2,089.9% | +44.7% | +2,045.2% | +1,890.6% |
| All | +2,089.9% | +46.2% | +2,043.7% | +1,890.6% |
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 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