+2,491.1%
CLS vs RBA
+3,284.3%
-793.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +9.0% | +8.7% |
| 7D | +2.8% | +0.6% | +2.1% | +2.6% |
| 30D | -30.1% | +9.0% | -39.1% | -32.4% |
| 3M | -21.7% | +7.2% | -28.9% | -24.3% |
| 6M | -36.2% | -7.8% | -28.5% | -35.6% |
| YTD | -17.8% | -6.4% | -11.5% | -17.6% |
| 1Y | -26.8% | -4.2% | -22.6% | -27.0% |
| 3Y | +853.4% | +64.1% | +789.3% | +684.0% |
| 5Y | +2,005.0% | +48.4% | +1,956.6% | +1,641.2% |
| 10Y | +1,929.4% | +209.9% | +1,719.5% | +1,163.6% |
| All | +2,491.1% | +3,284.3% | -793.2% | +599.2% |
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