+193.6%
RBA vs CLBK
+67.9%
+125.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.9% | +1.2% | -4.1% | -3.2% |
| 30D | -12.3% | +9.1% | -21.4% | -14.2% |
| 3M | -20.5% | +27.7% | -48.2% | -25.4% |
| 6M | -18.5% | +40.8% | -59.4% | -25.4% |
| YTD | -18.2% | +66.4% | -84.6% | -28.3% |
| 1Y | -27.5% | +72.4% | -99.9% | -37.1% |
| 3Y | +38.1% | +50.7% | -12.6% | +21.1% |
| 5Y | +44.8% | +42.9% | +1.9% | +23.2% |
| All | +193.6% | +67.9% | +125.7% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling