+115.4%
CMS vs RBA
+187.5%
-72.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +0.4% | -2.9% | +3.3% | +0.8% |
| 30D | -3.6% | -12.3% | +8.7% | -2.0% |
| 3M | -1.9% | -20.5% | +18.6% | +0.8% |
| 6M | -11.0% | -18.5% | +7.6% | -8.9% |
| YTD | +0.2% | -18.2% | +18.4% | +2.2% |
| 1Y | -1.3% | -27.5% | +26.2% | +2.3% |
| 3Y | +35.9% | +38.1% | -2.1% | +27.0% |
| 5Y | +23.1% | +44.8% | -21.7% | +12.8% |
| All | +115.4% | +187.5% | -72.1% | +71.1% |
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