+44.6%
RBA vs CRL
+86.4%
-41.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.8% | -9.2% | -2.3% |
| 7D | +4.3% | -6.1% | +10.4% | +5.0% |
| 30D | +16.3% | +12.4% | +3.9% | +14.0% |
| 3M | +1.3% | +27.1% | -25.8% | -2.6% |
| 6M | -11.1% | +85.7% | -96.8% | -20.5% |
| YTD | -8.5% | +69.2% | -77.7% | -17.5% |
| 1Y | -2.1% | +97.5% | -99.6% | -14.0% |
| 3Y | +44.6% | +86.1% | -41.5% | +30.0% |
| All | +44.6% | +86.4% | -41.9% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling