+299.5%
CME vs RBA
+236.6%
+62.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.9% | -0.9% |
| 7D | -0.6% | +2.5% | -3.1% | -1.0% |
| 30D | +8.5% | +11.6% | -3.0% | +6.2% |
| 3M | +16.0% | +1.5% | +14.5% | +15.4% |
| 6M | +9.3% | -6.6% | +16.0% | +9.8% |
| YTD | +15.3% | -6.3% | +21.6% | +15.0% |
| 1Y | +14.4% | -4.0% | +18.4% | +13.4% |
| 3Y | +59.9% | +47.3% | +12.7% | +41.2% |
| 5Y | +69.4% | +47.7% | +21.8% | +46.1% |
| 10Y | +299.5% | +224.7% | +74.8% | +146.8% |
| All | +299.5% | +236.6% | +62.9% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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