+132.3%
CMS vs RBA
+236.6%
-104.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.2% |
| 7D | -0.9% | +2.5% | -3.4% | -1.2% |
| 30D | +7.1% | +11.6% | -4.5% | +5.5% |
| 3M | -1.3% | +1.5% | -2.8% | -1.6% |
| 6M | -2.7% | -6.6% | +4.0% | -2.2% |
| YTD | +2.6% | -6.3% | +8.9% | +2.7% |
| 1Y | -2.0% | -4.0% | +1.9% | -2.3% |
| 3Y | +39.6% | +47.3% | -7.6% | +29.5% |
| 5Y | +35.3% | +47.7% | -12.3% | +24.1% |
| 10Y | +132.3% | +224.7% | -92.4% | +83.4% |
| All | +132.3% | +236.6% | -104.2% | +83.4% |
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