-1.9%
CMI vs RBA
-5.8%
+4.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.8% |
| 7D | +0.5% | +1.7% | -1.3% | +0.2% |
| 30D | -14.0% | +8.3% | -22.4% | -15.0% |
| 3M | -28.1% | +10.5% | -38.7% | -29.2% |
| 6M | -35.8% | -5.9% | -30.0% | -36.1% |
| YTD | -10.5% | -6.9% | -3.6% | -14.4% |
| 1Y | -1.9% | -4.9% | +3.0% | -7.4% |
| All | -1.9% | -5.8% | +4.0% | -7.4% |
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 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