+189.6%
RBA vs CRL
+241.6%
-52.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.4% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | -13.2% | +5.0% | -18.2% | -14.3% |
| 3M | -21.4% | +50.6% | -71.9% | -29.4% |
| 6M | -20.9% | +60.9% | -81.8% | -30.8% |
| YTD | -19.9% | +40.7% | -60.6% | -27.7% |
| 1Y | -28.7% | +73.3% | -102.0% | -39.2% |
| 3Y | +27.4% | +40.6% | -13.2% | +9.5% |
| 5Y | +41.7% | -37.0% | +78.7% | +51.5% |
| 10Y | +189.6% | +244.3% | -54.7% | +88.4% |
| All | +189.6% | +241.6% | -52.0% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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