-10.7%
CMG vs RBA
-26.5%
+15.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.8% | -2.9% | +0.1% | -2.3% |
| 30D | +7.1% | -12.3% | +19.4% | +10.1% |
| 3M | +31.2% | -20.5% | +51.7% | +35.2% |
| 6M | +0.7% | -18.5% | +19.2% | +2.4% |
| YTD | -0.1% | -18.2% | +18.1% | +1.8% |
| 1Y | -10.7% | -27.5% | +16.8% | -11.2% |
| All | -10.7% | -26.5% | +15.8% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling