+6,781.2%
CME vs RBA
+2,443.8%
+4,337.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.6% | -2.9% | +1.4% | -0.7% |
| 30D | +6.2% | -12.3% | +18.5% | +10.3% |
| 3M | +10.4% | -20.5% | +30.9% | +17.0% |
| 6M | -9.5% | -18.5% | +9.0% | -5.2% |
| YTD | +6.0% | -18.2% | +24.2% | +10.3% |
| 1Y | +9.3% | -27.5% | +36.8% | +17.7% |
| 3Y | +57.7% | +38.1% | +19.6% | +34.8% |
| 5Y | +77.7% | +44.8% | +32.9% | +43.6% |
| 10Y | +281.2% | +187.1% | +94.1% | +125.2% |
| All | +6,781.2% | +2,443.8% | +4,337.3% | +2,342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling