+3,657.8%
RBA vs CRL
+1,630.9%
+2,026.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.8% | -9.2% | -2.7% |
| 7D | +4.3% | -6.1% | +10.4% | +5.2% |
| 30D | +16.3% | +12.4% | +3.9% | +13.3% |
| 3M | +1.3% | +27.1% | -25.8% | -3.7% |
| 6M | -11.1% | +85.7% | -96.8% | -22.1% |
| YTD | -8.5% | +69.2% | -77.7% | -18.8% |
| 1Y | -2.1% | +97.5% | -99.6% | -15.8% |
| 3Y | +44.6% | +86.1% | -41.5% | +21.4% |
| 5Y | +36.8% | -10.0% | +46.9% | +29.0% |
| 10Y | +227.3% | +395.0% | -167.7% | +125.1% |
| All | +3,657.8% | +1,630.9% | +2,026.9% | +2,255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling