+41.9%
CMI vs RBA
-26.5%
+68.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -0.7% | -2.9% | +2.2% | -0.3% |
| 30D | -13.4% | -12.3% | -1.1% | -11.6% |
| 3M | -17.0% | -20.5% | +3.5% | -14.6% |
| 6M | -1.6% | -18.5% | +16.9% | +0.1% |
| YTD | +11.0% | -18.2% | +29.2% | +13.0% |
| 1Y | +41.9% | -27.5% | +69.4% | +46.6% |
| All | +41.9% | -26.5% | +68.5% | +46.6% |
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