+3,231.7%
CLS vs RBA
+2,855.2%
+376.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.6% | -2.9% | +7.5% | +5.6% |
| 30D | -13.9% | -12.3% | -1.6% | -10.2% |
| 3M | -26.6% | -20.5% | -6.0% | -21.4% |
| 6M | +15.4% | -18.5% | +34.0% | +22.5% |
| YTD | +5.7% | -18.2% | +23.9% | +11.7% |
| 1Y | +41.1% | -27.5% | +68.6% | +54.9% |
| 3Y | +1,228.6% | +38.1% | +1,190.5% | +1,061.7% |
| 5Y | +3,240.6% | +44.8% | +3,195.8% | +2,700.0% |
| 10Y | +2,760.3% | +187.1% | +2,573.2% | +1,738.6% |
| All | +3,231.7% | +2,855.2% | +376.5% | +847.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling