-5.7%
CMG vs RBA
+39.8%
-45.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | -6.5% | -1.9% | -4.6% | -6.0% |
| 30D | +12.1% | -13.0% | +25.1% | +16.1% |
| 3M | +20.6% | -23.1% | +43.7% | +28.1% |
| 6M | +2.1% | -22.6% | +24.7% | +8.1% |
| YTD | -2.6% | -20.4% | +17.8% | +2.1% |
| 1Y | -8.7% | -29.6% | +20.9% | -1.1% |
| 3Y | -7.4% | +26.6% | -33.9% | -15.0% |
| 5Y | -5.7% | +38.2% | -43.8% | -20.4% |
| All | -5.7% | +39.8% | -45.5% | -20.4% |
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