+328.9%
CME vs RBA
+224.6%
+104.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +0.9% | +4.3% | -3.4% | +0.1% |
| 30D | +13.2% | +16.3% | -3.1% | +9.8% |
| 3M | +16.3% | +1.3% | +15.0% | +15.7% |
| 6M | +7.1% | -11.1% | +18.2% | +8.7% |
| YTD | +15.8% | -8.5% | +24.3% | +16.1% |
| 1Y | +17.1% | -2.1% | +19.2% | +15.5% |
| 3Y | +63.2% | +44.6% | +18.6% | +44.4% |
| 5Y | +70.2% | +36.8% | +33.4% | +49.6% |
| All | +328.9% | +224.6% | +104.3% | +162.5% |
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