+167.0%
CMI vs RBA
+39.8%
+127.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.7% | -1.9% | +2.6% | +1.2% |
| 30D | -12.3% | -13.0% | +0.7% | -9.4% |
| 3M | -16.8% | -23.1% | +6.3% | -12.0% |
| 6M | +1.5% | -22.6% | +24.1% | +7.1% |
| YTD | +9.8% | -20.4% | +30.2% | +14.6% |
| 1Y | +42.6% | -29.6% | +72.2% | +53.4% |
| 3Y | +151.0% | +26.6% | +124.4% | +134.1% |
| 5Y | +167.0% | +38.2% | +128.9% | +138.4% |
| All | +167.0% | +39.8% | +127.2% | +138.4% |
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