+231.3%
RBA vs CLBK
+61.7%
+169.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.2% |
| 7D | -0.5% | +2.5% | -3.0% | -1.1% |
| 30D | +6.8% | +3.7% | +3.2% | +6.0% |
| 3M | +9.5% | -3.3% | +12.7% | +10.3% |
| 6M | -8.2% | +29.6% | -37.9% | -14.1% |
| YTD | -7.7% | +60.3% | -68.0% | -18.3% |
| 1Y | -6.9% | +63.4% | -70.3% | -18.1% |
| 3Y | +61.6% | +53.8% | +7.8% | +41.0% |
| 5Y | +44.7% | +29.0% | +15.7% | +27.4% |
| All | +231.3% | +61.7% | +169.6% | +170.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling