+62.9%
RBA vs CRL
+99.6%
-36.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -0.5% | +8.9% | -9.4% | -1.7% |
| 30D | +6.8% | +14.0% | -7.1% | +4.5% |
| 3M | +9.5% | +19.8% | -10.4% | +6.1% |
| 6M | -8.2% | +102.0% | -110.2% | -19.4% |
| YTD | -7.7% | +70.8% | -78.6% | -17.1% |
| 1Y | -6.9% | +98.7% | -105.6% | -18.5% |
| All | +62.9% | +99.6% | -36.7% | +38.8% |
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 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