-1.4%
CMS vs RBA
-3.3%
+1.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | -1.3% | +4.3% | -5.6% | -1.5% |
| 30D | +6.3% | +16.3% | -10.0% | +5.6% |
| 3M | -2.1% | +1.3% | -3.4% | -2.3% |
| 6M | -5.1% | -11.1% | +6.0% | -4.8% |
| YTD | +1.3% | -8.5% | +9.7% | +0.3% |
| 1Y | -1.4% | -2.1% | +0.7% | -3.4% |
| All | -1.4% | -3.3% | +1.9% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling