+1,763.7%
CLS vs RBA
+37.7%
+1,726.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | -22.2% | +4.3% | -26.4% | -23.3% |
| 30D | -44.4% | +16.3% | -60.7% | -47.3% |
| 3M | -34.3% | +1.3% | -35.6% | -35.0% |
| 6M | -50.1% | -11.1% | -39.0% | -48.8% |
| YTD | -30.1% | -8.5% | -21.6% | -29.1% |
| 1Y | -39.3% | -2.1% | -37.2% | -39.9% |
| 3Y | +732.7% | +44.6% | +688.2% | +621.5% |
| All | +1,763.7% | +37.7% | +1,726.0% | +1,594.7% |
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