-28.7%
RBA vs CRL
+72.1%
-100.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.7% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -13.2% | +5.0% | -18.2% | -13.7% |
| 3M | -21.4% | +50.6% | -71.9% | -26.9% |
| 6M | -20.9% | +60.9% | -81.8% | -28.1% |
| YTD | -19.9% | +40.7% | -60.6% | -25.8% |
| 1Y | -28.7% | +73.3% | -102.0% | -35.8% |
| All | -28.7% | +72.1% | -100.7% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling