+322.0%
CMG vs RBA
+206.5%
+115.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -1.1% |
| 7D | -2.1% | +0.1% | -2.1% | -2.1% |
| 30D | +10.9% | -2.9% | +13.8% | +11.8% |
| 3M | +15.8% | -20.9% | +36.8% | +23.8% |
| 6M | +6.9% | -17.7% | +24.6% | +12.4% |
| YTD | -2.2% | -18.2% | +16.0% | +2.9% |
| 1Y | -7.1% | -29.1% | +22.0% | +2.5% |
| 3Y | -7.1% | +29.5% | -36.7% | -18.3% |
| 5Y | -4.8% | +40.2% | -45.0% | -21.6% |
| All | +322.0% | +206.5% | +115.5% | +135.8% |
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