+136.0%
CMS vs RBA
+209.3%
-73.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | +6.6% | +9.0% | -2.4% | +5.3% |
| 3M | +0.8% | +7.2% | -6.3% | -0.3% |
| 6M | -3.3% | -7.8% | +4.4% | -2.7% |
| YTD | +2.7% | -6.4% | +9.1% | +2.8% |
| 1Y | -4.0% | -4.2% | +0.2% | -4.3% |
| 3Y | +37.6% | +64.1% | -26.5% | +25.6% |
| 5Y | +35.4% | +48.4% | -13.0% | +24.0% |
| 10Y | +136.0% | +209.9% | -73.9% | +85.2% |
| All | +136.0% | +209.3% | -73.3% | +85.2% |
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