+47.0%
RBA vs CLBK
+42.8%
+4.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.9% | +1.2% | -4.1% | -3.1% |
| 30D | -12.3% | +9.1% | -21.4% | -13.7% |
| 3M | -20.5% | +27.7% | -48.2% | -24.0% |
| 6M | -18.5% | +40.8% | -59.4% | -23.5% |
| YTD | -18.2% | +66.4% | -84.6% | -25.5% |
| 1Y | -27.5% | +72.4% | -99.9% | -34.5% |
| 3Y | +38.1% | +50.7% | -12.6% | +25.7% |
| All | +47.0% | +42.8% | +4.3% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling