+7,450.4%
CMI vs RBA
+3,565.6%
+3,884.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.6% |
| 3M | -17.0% | -20.5% | +3.5% | -11.0% |
| 6M | -1.6% | -18.5% | +16.9% | +4.4% |
| YTD | +11.0% | -18.2% | +29.2% | +17.1% |
| 1Y | +41.9% | -27.5% | +69.4% | +55.9% |
| 3Y | +151.8% | +38.1% | +113.7% | +115.8% |
| 5Y | +163.6% | +44.8% | +118.8% | +113.7% |
| 10Y | +472.9% | +187.1% | +285.8% | +236.8% |
| All | +7,450.4% | +3,565.6% | +3,884.9% | +2,380.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling