-4.1%
CMG vs RBA
+45.7%
-49.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +2.5% | +1.7% | +0.7% | +2.0% |
| 30D | +15.6% | +8.3% | +7.2% | +13.1% |
| 3M | +8.2% | +10.5% | -2.4% | +5.0% |
| 6M | +9.9% | -5.9% | +15.7% | +10.3% |
| YTD | -4.6% | -6.9% | +2.2% | -4.2% |
| 1Y | +12.4% | -4.9% | +17.3% | +12.3% |
| 3Y | -18.0% | +64.5% | -82.4% | -29.8% |
| All | -4.1% | +45.7% | -49.8% | -15.2% |
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 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