+185.8%
RBA vs CLBK
+64.7%
+121.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -1.9% | -1.5% | -0.4% | -1.5% |
| 30D | -13.0% | +6.7% | -19.7% | -14.4% |
| 3M | -23.1% | +21.2% | -44.3% | -26.8% |
| 6M | -22.6% | +42.0% | -64.6% | -29.2% |
| YTD | -20.4% | +63.3% | -83.7% | -29.8% |
| 1Y | -29.6% | +65.4% | -95.0% | -38.3% |
| 3Y | +26.6% | +52.5% | -25.9% | +10.7% |
| 5Y | +38.2% | +42.0% | -3.8% | +17.5% |
| All | +185.8% | +64.7% | +121.1% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CLBK 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling