+503.2%
CMI vs RBA
+206.5%
+296.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | +0.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -12.4% | -2.9% | -9.5% | -11.7% |
| 3M | -14.8% | -20.9% | +6.1% | -9.5% |
| 6M | +0.8% | -17.7% | +18.5% | +5.7% |
| YTD | +10.2% | -18.2% | +28.4% | +15.3% |
| 1Y | +37.4% | -29.1% | +66.5% | +50.1% |
| 3Y | +153.3% | +29.5% | +123.7% | +127.0% |
| 5Y | +167.6% | +40.2% | +127.4% | +127.2% |
| All | +503.2% | +206.5% | +296.7% | +255.4% |
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 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