+71.7%
CME vs RBA
+44.4%
+27.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | +13.5% | +6.8% | +6.6% | +12.8% |
| 3M | +20.9% | +9.5% | +11.5% | +19.8% |
| 6M | +11.5% | -8.2% | +19.7% | +11.7% |
| YTD | +19.5% | -7.7% | +27.2% | +19.3% |
| 1Y | +17.2% | -6.9% | +24.1% | +16.9% |
| 3Y | +65.1% | +61.6% | +3.5% | +52.2% |
| All | +71.7% | +44.4% | +27.3% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling