+305.8%
CME vs RBA
+209.3%
+96.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +2.5% | +0.6% | +1.9% | +2.3% |
| 30D | +13.9% | +9.0% | +5.0% | +12.0% |
| 3M | +22.4% | +7.2% | +15.2% | +20.5% |
| 6M | +12.9% | -7.8% | +20.6% | +13.6% |
| YTD | +19.6% | -6.4% | +26.0% | +19.3% |
| 1Y | +17.7% | -4.2% | +21.9% | +16.7% |
| 3Y | +65.3% | +64.1% | +1.3% | +42.5% |
| 5Y | +75.1% | +48.4% | +26.7% | +51.0% |
| 10Y | +305.8% | +209.9% | +95.8% | +154.9% |
| All | +305.8% | +209.3% | +96.4% | +154.9% |
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