+66.4%
CME vs RBA
+63.1%
+3.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.7% |
| 7D | +3.9% | +1.7% | +2.2% | +3.9% |
| 30D | +11.3% | +8.3% | +3.0% | +11.0% |
| 3M | +19.6% | +10.5% | +9.0% | +19.0% |
| 6M | +8.1% | -5.9% | +13.9% | +7.6% |
| YTD | +20.4% | -6.9% | +27.3% | +19.7% |
| 1Y | +16.5% | -4.9% | +21.4% | +15.6% |
| 3Y | +66.4% | +64.5% | +2.0% | +57.6% |
| All | +66.4% | +63.1% | +3.3% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling